You're right on your terminology, the linear bearing is the cylinder with a hole in it to accept the linear rod.
http://3dmodularsystems.com/2-large_...oth-shafts.jpg
and the pillow/bearing block (same thing, different name) is the casing around it. Here is one with a bearing already pressed into it, they usually come this way.
https://ae01.alicdn.com/kf/HTB1DB8OI...pg_640x640.jpg

As for the models, the first letters SC or LM tell you if it's a pillow block with a bearing (SC) or just a linear bearing (LM), but beware some suppliers will try to sell you an SC without a bearing so double check. There are also SCJ which let you clamp and 'squoosh' the bearing in the housing to get a 'better' fit, but I recommend against those.
https://www.dhresource.com/0x0s/f2-a...ble-linear.jpg
That there is an SCJ, notice the slit in the side of the housing.
The next part is the number, 8 tells you they fit an 8mm diameter shaft. Then there is sometimes an L after the 8 which tells you it's a 'long' bearing, double the standard length. Finally the UU refers to the type of seal they have, you should mostly see UUs and those are what you'll need.

I can't vouch for any suppliers, but my vote is go for some cheap ones off aliexpress and get a couple of extra, you're bound to end up with a set that'll work. As a bonus, you'll have a couple of spares. There is also no point in getting high quality, precision linear bearings to fit onto the cheap linear rods the wanhao came with, you're unlikely to get a better fit than with some cheap chinese bearings. I also wouldn't recommend mcmaster, their prices are quite a bit higher than normal because of their prompt shipping services so unless you need the bearings ASAP, just buy elsewhere.

Press fitting is 'gently' forcing a linear bearing into the tight fitting pillow/bearing blocks, and I recommend just buying housings with bearings pre installed. It can be difficult to do right and without damaging the bearings when you don't have the right tools, and it's generally not worth the hassle. Most pillow blocks come with bearings anyway.

Lastly, the reason people fiddle with the x axis bearings is because with the stock configuration, the belt rubs against the bearing/pillow block and causes some wear. Buying a new SC8UU wont help, and won't change your X/Y usable space. The way people fix this is by attacking and taking a chunk out of the casings to make room for the belt. You could do this with a hacksaw or a coarse file. Another alternative is to print new bearing blocks that have room for the belt. No, there isn't really a reason to replace your Y axis bearings as they don't suffer from the same belt rub issues.

Sorry for the long post, I've gotten into a bad habit. Feel free to give a shout if you have any more questions.