In my opinion, no car should leave the factory without an oil pressure gauge. That said, of course it's the first gauge I add to any car. On the Subaru, the idiot light is set to come on at 7 PSI. By the time the light comes on, you're already in a world of hurt. By monitoring your oil pressure, you always have a feel for the health of your engine.
The second most critical gauge is the oil temperature gauge. Not so much to monitor when it's too hot, but rather to monitor when it's too cold. The turbo on most modern engines (Subaru's included) uses engine oil to lubricate and cool it. When oil is cold, it is thick and doesn't flow as well. By getting on the boost before the oil has a chance to come up to temp, you can seriously decrease the lifespan of the turbo. Of course, this holds true for all bearing surfaces in the engine. As a rule of thumb, my WRX does not see anything over 4000 RPM until the oil comes up to at least 100 deg. F. Remember, water temp alone is not a good indicator of the engine temp. Water will come up to normal operating temp far before the oil does.
Finally, I would consider a boost gauge. On a stock engine, the boost is controlled by the ECU, so not much fun there. However, on the vacuum end you can see a lot about the health of the engine.
On a stock engine, EGT and A/F are useless. Arguably, A/F is useless all the time, since most people have found that it bounces around too much to be useful. EGT will not get dangerous until you are running more boost or more compression.