It would be a good idea to have the cage ready before you get the snake, but its fine if you get it on the same day. Its just a matter of do you want the snake waiting in a box while you setup the cage? Also I would feed it in the cage. I have no idea why people move their snake to feed it.

Just to put in my opinion of the thermostat, the cheapest one I could find is http://www.amazon.com/Hydrofarm-MTPR...arm+thermostat
It works fine if you're only using it for one tank. but if you are getting/have multiple snakes, i would get one from the first link that KMG posted