As I posted, I kind of think MgSO4 is unnecessary, but as long as you don't go over 10 ppm or so Mg2+, it won't hurt anything.
Don't add calcium carbonate. It doesn't dissolve well, so it may not give you calcium and buffering where you want it (the mash), and it may give you buffering where you don't want it (the fermentation). Most of the time the amount of NaHCO3 you'll want to add will leave you well below the taste threshold for sodium, and even when it doesn't, a little salt actually improves dark beers (which is where you'll usually want the extra base anyway).
In the unlikely situation that you need more calcium and don't want either chloride or sulfate, I've used calcium lactate, but I don't know anyone else who does that.