Just my opinion, but I don't think soldering the board together is going to teach you anything you need to now. When you move on to the inevitable bigger, faster machine , the higher performance drives won't require any soldering. It's just a matter of connecting wires.
Having said that, the HobbyCNC will give you the best bang for the buck, and is a good starter board. Spend the extra $5/motor and get the bigger ones, and use a 36V power supply.
As for screws, here's the basics. Say you have two screws, both 10 threads per inch. One single start and one two start. The single start takes 10 turns to move 1 inch. But the two start screw actually has two separate threads, each 5 turns per inch. So a two start screw only needs 5 turns to move 1 inch. Stepper motors torque decreases as rpm's increase, so to get the most speed, you need to keep the motor spinning slower. That's where multi start screws come in. You want to have between 2 and 5 turns per inch. 1/2" screws are probably better than 3/8", as they'll whip less at higher speeds. Best mix of price/performance is probably 1/2-8 2 start.