I also have the Barry Grant Nitrous Works purge kit and yes you can buy the components seperately and save money..but it is convenient. It comes with the brass fittings and brass exit tube and the blue "T" fitting needed to place the purge solenoid in line before the Nitrous solenoid and a little scrap of wire and a purge button.
here it is.
http://www.barrygrant.com/nitrous/default.aspx?page=106
and here mine is installed.
Here's how I ran my exit tube. I extended it with a small piece of clear "aquarium" hose and ran it out through a small hole in this weather seal to blow out in front of the passenger side windshield. That way I can see it to just purge the air out and not waste N20. As soon as I see white I let off the purge button.