Magnesium, yes, is always helpful. It is involved in hundreds of other enzymes in your body as well, including the heart, and metabolism of essential fatty acids.

All you mention are fairly side effect free, and cost is only the factor that some use to decide upon. CoQ-10 with good absorption is costly, and so is acetyl carnitine. Puritan's tends to have Q-sorb CoQ-10 at reasonable prices. Puritan's sale of buy one and get 2 free ends tomorrow. They will then probably go back to buy 2 get 3 free. I just ordered more B12 and D for us today in fact.

R-lipoic has a long history of studies as Alpha lipoic for neuropathy, and so does the benfotiamine. So yes, all are quite good and worth the cost. Over time you may find some more effective than others, and make adjustments. Usually this is when improvements occur, and people tend to drop one thing here or there and see if the improvement holds.