The DX redist is for DX9.0C. Install that, and you should have most everything for anything up to DX9.0C.
Some games need special versions of DX DLLs, but they will give you an error that they can't find them, and you'll just to go DL a copy and put it in the same folder as the game's main EXE.
Don't bother with included installers. They're there because users would complain the game wouldn't run without them, instead of installing necessary dependencies.
Also, your last little problem shouldn't happen. While botched in some ways, WinSXS is there to fix that.