Got some great advice from the X3:TC forums yesterday, and I tried to build a new complex last night.
This one produces both Space Fuel and Space Weed - a regular den of iniquity.
I was able to get all my stations connected into a single complex. And after about an hour, all the factories spun up to speed and started producing what they should be. It looks like I've got a genuine, self-sufficient complex!
I'm a little concerned about security... I noticed a few Ka'ahk ships wandering around the sector when I was building my complex. I had to kill them for my peace of mind. I'm wondering how frequently they'll be showing up... I may need to station some security forces in the sector.
I've left my game running overnight. I'll see how things turned out tonight, when I get home. Hopefully I'll still have a station there.