Here is a list of Pulls, smokes, modules you can use with the 4010. ( Make sure you get the 4010 and NOT the 4010es ( you wont be able to program the 4010es and it will be useless.) I can also recommend a 4008, you can use all of the below devices on that as well and its a smaller panel.
Smokes- 4098-9714 with the 4098-9792 base.
Heat- 4098-9733 with the same base.
Relay- 4090-9002 (Addressable relay module.)
ZAM- 4090-9106 ( this module allows you to use conventional devices on the SLC. )
IAM- 4090-9001 (Addressable module.)
Pulls - any of the 4099 models. ( Some older 4010s will not turn the LED stations led solid when in alarm, but it will blink for communication.)
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You will also be able to use 2 and 4 wire true alert devices, and sync only strobes with this panel.
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Do not put any conventional smoke or pull station on the SLC without either a IAM or ZAM. You can only use addressable modules on the SLC or it can short out and cause damage. If you only plan on using conventional zone devices, your best bet is to get a 4006.
Best of luck!