Finally I need to start building my extruder.
Would this set be a good idea to start?
Stepper and driving gear for filament (fits for 1.75mm & 3mm) already ordered 
J-heads come in a huge range of qualities - only the ones from http://hotends.com come in a consistent high quality.
I’d suggest canceling that order and either getting a genuine J-Head or an E3D. It’ll save you a lot of trouble in the long run.
What kind of trouble could I get with this hotend?
Except the ptfe-hose and the heating-element all those are simple parts which I could create on my own. But as far as I don’t know where to get cheap heater and the piece of ptfe it’s more reliable to buy a whole unit.
A single heater would cost about 22€ afaik - so I’d like to save time and spend 6 bucks more on one of such units 
Issues I’ve heard of include burrs, inexplicable jamming and oval bores.
Modern heating elements are usually heater cartridges (starting at around 4€), while the older hotends used a resistor (but can be adapted to a cartridge), which can be bought even cheaper.
Bits of PTFE should be available from the various German hotend makers like grrf or reprap-fab.
Making your own hotend can be quite challenging, especially getting the bore right is easier said than done. Both the J-head and the E3D are open-source, so you’re free to try. I’d love to see your results.
Yep cheap j-heads and hot ends leak, ooze, curl the filament, have higher extrusion pressures and generally give you poor quality prints. My first j-head I got from Denmark caused random blobs of the last colour I was using to be deposited during prints hours after switching, bad overhang curl and printing fine details was not possible. The http://hotends.com one gave me the best prints I’ve ever done (including with the e3d) until I melted it. I’ve recently got one from “reprap UK discount” in eBay and am very pleased with the quality (and as I’m in the UK I don’t have to wait for US shipping which is nice) http://stores.ebay.co.uk/RepRap-UK-Discount-Shop?_trksid=p2047675.l2563
if need ,soon i try this cheap HE http://www.aliexpress.com/snapshot/274036235.html and in 2 week stay in my hand (currently stay in Italian custom). really no know quality but want see if work :P. I think this a spare part for MYRIWELL 3d printer.
And, I’m pretty sure http://hotends.com ships anywhere for around 6€