Here are some other helpful goodies that you may not have thought of. None are indespensible, but they do come in handy sometimes.
Sorry for the goofy picture sizes. Is there a way to make them thumbnails that remain small until you click on them?
Letter size and wire sized drill bits. Very cool for when you want a hole that is just a tiny bit larger or smaller than a standard size.
Parallels - Use these to make sure that your piece is sitting perfectly in the vise, but you still have room underneath to drill through. A set will have numerous pairs in different heights.
Center finder - A low budget solution that will get you pretty close when you need the center of a round piece.
Center drills - These are short and stiff, and won't "walk" like normal bits can. Use them for a getting hole started precisely where you want it. Just a little dimple is all you need, then switch to the regular drill bit.
Cheap dial indicator on a cheap magnetic base. Easy way to know where you stand when you just want to move the vise a hair.
Countersink bits - For deburring holes.
Deburring tool - Also helpful for deburring holes, or any sharp edge.