The cables you need to get depend on the DAC you end up with. You are probably going to need a bunch of balanced TRS cables.
The one DAC I can recommend is the MOTU M4. The reason is it has enough balanced outputs to support both your speakers and your sub, and it also has enough of a headphone amp to drive your headphones. That is a very uncommon combination in the price range you are looking at, and maybe the only one that can even do all that you want under $400.
The system you bought is a bit involved compared to normal audio set ups, and you probably should have done a bit more homework before pulling the trigger on these components. Nonetheless, it is all good stuff, and if you take the time to set it up right, it should sound very good.