Well.... the Books of Experimental Might are quite cheap in PDF. Book1 is primarily for spellcasters, Book2 for fighters. Unfortunately there's too much in them and it's all to inter-related for me to be able to advise someone who doesn't own it.
WD: By "complete" do you mean Book of Eldritch Might? That one's not needed for this game, only Experimental Might.
I'm thinking of mixing all the disciplines, so a shamanic type might have one of the "Magic Sight" disciplines, and maybe the Wizard's Familiar discipline to give a kind of spirit guide (the BOXM familiars are a bit like the daemons from His Dark Materials trilogy, more spirity, less a talking rat).
Climate is kind of whatever it needs to be. I was thinking a fairly jungly start, so that fits. As far as Animal Companions and the like go, either the creature is outside the slave mines, or you meet it once you escape - you wouldn't start with one (although the Exp. Might familiars might work in captivity).