I've been looking into heating with wood this year and I'll probably have to rebuild an old masonry chimney or build a new one. http://www.ventingpipe.com/index.cfm
Has all the parts you will need but they are more expensive than Lowe's. In their guides section they do have complete catalogs of their double wall products and they also have installation guides.
In a through the wall application you can get by with a wall thimble, a connector section, a support bracket, a tee with cap, your straight sections, a cap, and a few brackets. It is not necessary to enclose the chimney in a chase but they look better and may draw better if they are covered. The advantage of the double layer pipe is that you can frame a chimney and enclose it in either vinyl, or plywood siding.