Typically 7.3 guys run EGT, Tranny, and Boost. EOC and EOT are more of a 6.0 thing for monitoring their deltas between the 2 for possible clogged oil coolers and preventing blown heads, we don't have that problem.
EGT is probably the most important, especially if you tow so you can keep an eye on it from melting your engine into a lump.
Tranny in important so it doesn't get too hot and ruin your $3-$4k tranny. I recommend a replacement or secondary cooler since the 7.3' have tinny little coolers. A lot of guys love getting a 6.0 cooler for replacement and is probably the best option, but a little spendy unless you find a good deal. I got a Tru-cool max 4739 tranny cooler added in series with my existing cooler and does a GREAT job, IMO. About $150.
Boost lets you keep an eye on things to see if you get any air leaks.
Gauges are up to you. Some guys swear by isppro. Glow Shift makes a good gauge for the $ IMO, but for some reason I have seen guys look down on them?
They work good for me. Good reviews too.
Here's what I got. Good Luck.
99-07 Ford Super Duty PowerStroke Custom Gauge Package