Well, to start with, we have the Stage Setter 8 controller, which is nothing more than a 16 channel DMX controller.
Then you have 2 DP415 dimmer packs, which are both 4 channel dimmer packs.
Starting in with your Roller Trons, I'm assuming perhaps incorrectly that you have the Roller Tron 250's. But I could be wrong. These are 5-channel DMX fixtures. Channel 3 and Channel 4, value 255, is SOUND ACTIVE. So these support SOUND active, probably in a "per mode" bass. Channel 3 being sound active for colors, while channel 4 will be sound active for gobos. I bet the pan and tilt are automatically invoked either way.
So, you can burn 8 channels for dimmers, then put your roller trons in DMX mode and then match their addresses(both start at 9). Nothing wrong with that. DO NOT hook these up to the DP-415's. Connect these right to AC power, but run a DMX cable(not a microphone cable) as follows:
DMX cable FROM the Stage Setter 8 to the IN of your first DMX unit that you choose to use as a DMX fixture, then OUT of that and IN to the next one. Repeat until done. Buy more cables as necessary, AND a DMX terminator(or build a DMX terminator, almost all ADJ manuals for DMX fixtures describe how to make one). The order isn't really important except for 2 things: Your controller MUST be the start of your DMX chain, and you really should use a DMX terminator at the end. It doesn't matter what order you connect DMX fixtures items in, they should all work just fine.
Any of your other fixtures that are DMX fixtures will need be placed into sound active stnad alone mode if you don't intend to use them with DMX. DO NOT hook these to the DMX chain, and connect power to them via the dimmers. Be aware that you need to make those dimmer channels go FULL ON, no halfway. Either full ON or FULL OFF. The fixtures will also go through an initialization process that can take anywhere from 5 seconds to a minute, most likely in the 5-10 second range though based on what you've got.
If you intend to use your DMX capable fixtures in DMX mode, you need to put them in DMX mode, DO NOT power them through a dimmer pack(use direct AC), and connect DMX cable. But you're not going to have the channels to do that with based on your controller.
The rest of your "high tech FX" fixtures MUST go on a dimmer pack for power, otherwise they are either ON(plugged in) or OFF(unplugged).
First, understand what DMX is and how it works. Some suggested reading is right here, and it's provided by Elation!
DMX 101 Handbook
You don't need to learn every last thing about DMX. Just understand what it is and how it functions and how you can utilize it and you'll be good to start with.
Based on your description, and with your assortment if fixtures, you've got exactly what you need to do what you want to do with it.
With 8 DMX channels used for dimmers, and 5 used for your Roller Trons, you've got 3 DMX channels open for whatever you want to do with them.(this is assuming you program your dimmers to be channels 1-4 and 5-8 respectively, and your Roller Trons matching at DMX address 9, using channels 9-13 as a result).
Right now, self education is in your best interest. You're just moving from an archaic method of doing things to a better way of doing things and jumping in with both feet into the deep end, so to speak. You've made the plunge, now get out of the pool. Take a deep breath, break it all down, and approach things one step at a time. Just lay all your toys out in front of you, read that DMX 101 Handbook and start putting things together and learning. Once you have the basics down, the rest of the stuff will fall into place.
Most of us have been there. Some of us didn't make it out of the deep end. Some swam away. Some bolted, but some stuck around. Right now you're in deep, but it's not a big deal. Divide and conquer. You'll be fine once you wrap your head around it. Start playing. I bet in an hour you'll be having fun!