1. boost, 2. exhaust temp (EGT), and air-fuel.
Fuel pressure is nice, but you will pick up fuel problems in the EGT temps going up, or the air fuel getting lean. Fuel pressure won't tell any more than well...fuel pressure.
EGT can be used to tune your car all by itself if you know what combustion temperatures you want to run and you know where you want to place the probe. I recommend positioning the probe right next to one ofb the primary oxygen sensors. The EGT gauge is the only gauge I bought for my 3L project and it has been invaluable in the amount of information it gives to your state of tune.
A MUST HAVE for any high performance engine.
Since we are on the subject of gauges, I reccomend the GReddy line-up of guages over the autometer. The autometer cost more and come with less. To buy an autometer EGT gauge you have to buy the thermocouple separate from the controller and separate from the gauge. The cheapest I could find all 3 was ~$200. The greddy gauge comes with everything including the probe and mounting hardware in a very high quality construction. The only issue is that all the gauges are in SI units, not old english/american units. i.e. celsius vs. fahrenheit. The quality of the gauge face and needles looks better to me as well.

don't anyone flame me, this is my opinion from holding both in my hands and if you like autometer go for it.
warmonger