Kevin Martin came in a massive 2010 trade deadline deal where the Rockets took advantage of the Knicks' desperation to clear cap space in 2010. The main pieces: Houston sent McGrady to the Knicks and Carl Landry to the Kings and got back Martin, Jordan Hill and the option to swap picks with the Knicks in 2011 and 2012. Landry had been selected in the second round of the 2007 NBA Draft, showing Houston's consistent ability to find talent where other teams failed. That ability got them Martin.
Jeremy Lamb was selected with a pick the Rockets traded up two slots to get, sending the Bucks Samuel Dalembert. But Houston felt they could take Lamb in part because they had two other first-round picks. One, used on Royce White, was one of the two picks from the Knicks in the 2010 blockbuster. Another, used on Terrence Jones, came from the Timberwolves for Chase Budinger, a decent, but replaceable contributor.
One first-round pick came from the Raptors in the deal for Lowry. Toronto surrendered a pick that was top-3 protected in 2013, top-2 protected in 2014 and 2015, top-1 protected in 2016 and 2017 and unprotected in 2018. However, the Rockets would only get the pick if it fell in the lottery, meaning they essentially guaranteed themselves a high selection. The Rockets had initially acquired Lowry, a backup in Memphis, in 2009 in a deal involving starting point guard Rafer Alston. Many wondered about that deal at the time, but Lowry gave Houston several good years and eventually helped deliver Harden.
The other first-round pick was initially from Dallas. The Mavericks traded it to the Lakers in the 2011 deal for Lamar Odom that worked out poorly, and the Lakers moved it on to Houston as compensation for taking on Derek Fisher in a 2012 trade deadline deal for ... you guessed it, Jordan Hill. The pick is top-20 protected from 2012 to 2017.
The 2013 second-round pick was, ironically, a Thunder pick for a while, as they received it for dumping Byron Mullens on the Bobcats. However, the Thunder lost the pick as a result of a dispute with Boston over Jeff Green's medical history. The Celtics eventually moved the selection to Houston as part of a sign-and-trade arrangement to land Courtney Lee.