Around here we buy a "top overhaul" kit that contains most of the gaskets required to be replaced when removing the head - the intake manifold gaskets are in there, so there's no reason not to replace them whilst you have the head off - brand wise, I would suggest you take a look at whatever RockAuto has to offer, their stuff is usually good quality.
Regarding the leak down test, if you can hear the air leaking at the oil cap, worn rings would be the most common cause, but, if the head/block were cracked in the right place, you could also have air escaping into the valve cover and out the oil cap - air leaking into the intake/exhaust system is most likely leaking valves, but, it's also possible to have a cracked head cause it (it all depends on where the crack is), you're not going to know until you pull the head to have the valve job done - I don't place a whole lot of emphasis on leak down tests, I personally feel I can get most of the same information from a compression test, which is easier to do.
Coolant loss without running the engine just means that there is a leak that is large enough to allow loss due to gravity flow - it does not necessarily mean that that leak is the source of your contamination, and as far as showing up in the leak down test goes, the leak down test does not pressurize the cooling system (unless there is a massive leak between the combustion chamber and the cooling system - which would/should have been reflected in the compression test results). There are test sets that pressurize the cooling system - essentially a hand pump with a pressure gauge that fits in place of the radiator cap - you pump the system up to roughly 15psi and then observe the gauge, if it's dropping back the system is leaking, and you can then attempt to visually locate the leak without having to run the engine or work around a hot engine.