need some suspension help.

the first picture is your sway bar end link. The second pic is not clear, so I'm not going to guess. The third pic is seal, perhaps the inner bearing seal on the spindle. The part you're looking for the name of is called a strut rod. As far as tightening everything when it's on the ground I like to tighten everything as I assemble it, that way if I get distracted I'll know it's tight and won't be coming loose or run the risk of coming loose once I drive it. I do double check my work, just to be sure. Remember for sanities sake and less stress, though, the torsion bar should be adjusted with the car off the ground, otherwise you're jacking the car with a wrench, making it that much harder.