Most melodic metal is played on humbuckers so I'd just go with those if I were you. Some pickup companies have soundclips on their websites to give you an idea of the sound they produce. So what are some bands you play?
What wood you use also depends on what finish you want. If you go for a solid finish looks of the wood aren't as important, while a natural or see-through finish might call for some great looking woods. Maple is a very common neckwood, while common bodywoods are ash, alder, mahogany and others. For the fretboard look at maple, rosewood or ebony. Look around here for some woods:
http://www.hobbithouseinc.com/personal/woodpics/
A set neck isn't much more difficult than a bolt-on I think. Set neck just has the advantage that the heel can be shaped sleeker for better access.
Hope this helps and good luck.