I use an 18" adjustable wrench when I change mine, it works good and it's easier than trying to track down a damn 32mm metric socket or whatever size it is. It's as simple as it looks though, flatten the locking tab out and put the engine in first gear, it should come off without much of a fight.
It's definitely best to replace the sprockets and chain as a set. As the chain stretches and the sprockets wear they do it in a matched pattern. Throw one new part in with old parts and it's not going to mesh properly. It'll accelerate wear on all the parts, and greatly increases the chance of having the chain jump off and get thrown through the engine case. Spending another 70 bucks to replace the whole set sounds better than risking that you destroy the engine case and leave yourself stranded because you tried to save a few bucks.
I don't know about buying a no-brand sprocket on ebay. There's no way of knowing what it's even made out of, it could be made out of cheap recycled Hyundais instead of a decent quality hard steel.
For that price you can get a known good brand name. The only ones I don't trust are the ones without a name, any brand name like Sunstar, JT, Primary Drive, Moose, Parts Unlimited, etc. will work fine for you.