As far as sprockets go, just stay away from the cheap no-name ones on ebay and you'll be fine. Just some plain old steel sprockets, aluminum just costs more for something that's less durable. I have used JT, Sunline, Parts Unlimited, and Primary Drive sprockets, all of which are on the cheaper side, and all have worked out great for me.
As for the chain, this is debatable, but I won't put anything other than an x-ring chain on anything I own. At a minimum, get an o-ring, but x-rings seal better and have less rolling resistance. Any ring chain will outlast standard non-ring chains tenfold so the higher initial cost gets paid back in the long run. It also makes the maintenance much easier. I only lube mine with some light silicone spray after I wash or get it wet or muddy just to prevent rust, that's all you really need to do. As with the sprockets, I suggest that you steer clear of the no-name brand ebay ones, but just about any name-branded o-ring or x-ring chain will serve you well. I use Parts Unlimited x-rings, the one I put on my warrior shortly after I bought it is still on it, and still in near perfect condition, probably only at about half of it's lifespan, if even that much. That's 4 or 5 years of hard riding through as much mud and water as any sport quad could reasonably be put through, that's a pretty good chain in my book. They're priced pretty cheap too, I think the last one I bought ran me about $60
Agreed.
Greg you are the man.
Non-o rings chains are not made for four wheelers. I had one on my warrior a couple years ago. I was adjusting, lubing and cleaning that thing every other ride just to find it was junk in one year. POS. Get at least like Greg said an O-ring chain to keep the dirt out of the links to keep it from wearing out.