My experience has been that the in-floor cleaning systems CAN work quite well, but a good return side cleaner like a polaris 380 or hayward phantom are more efficient, and far cheaper. I would only recommend an in-floor cleaner if you absolutely can't stand having hoses running around your pool when you're not in it, or if the pool shape/design prevents the use of a return side cleaner (not likely).
Pebble tec is fantastic. Pebble sheen is great as well. tec is a little rough, sheen is slightly smoother. They are both very durable. I highly recommend either one.
DE filters are the most maintenance and highest cost, but are most effective. (filters out the smallest particles)
Cartridge filters are mid-line. Cheaper and easier to use than DE, but less effective.
Sand filters are cheap. They are easy to use, and fairly effective, but they let larger particles through than DE or cartridge.
If you get a large volume of dirt in your pool, sand is one of the best. Where I live, people in town use cartridge filters to great effect. Those outside town, closer to orchards and farmland use sand filters.
In general, a good cartridge filter is great.
Ozonators are questionable. Some people see a difference with them, some don't. I would compare them to herbal dietary supplements. Some people they work for, some they don't. If you want one, the only thing it will hurt is your wallet.
I definitely like salt chlorinators. Don't expect them to work magic, as they don't really reduce the amount of maintenance you will be doing. They will make your water much more comfortable though. Much easier on the skin and eyes. It still uses chlorine, but if converts the salt into chlorine automatically, so that you do not need to store chlorine at home, or add it to the pool manually.
Chlorine is still the most effective sanitizer for swimming pools. There are alternatives that DO work, but most are more expensive and less effective.
LED lights usually last longer, use less power, and are prettier to look at than standard incandescent lights. A typical incandescent pool light will use 500 Watts, where most LED lights are 40W-60W. a 500W incandescent light will typically be brighter, so you might have to install two LED lights where one 500W light would have worked.
If you want to spend the extra, the LED lights are well worth the cost.