I'm not sure if these are must-haves, but I love them:
(1)
Feedburner Feed Replacement -- Forwards all feed traffic to Feedburner while letting through some important User-Agents.
(2)
SRG Clean Archives -- Displays your archive listings in a clean, uniform, single-query fashion that’s Search Engine friendly on a dedicated page or in your sidebar. I loveeee this, you may see it in action
in my blog.
(3)
WordPress Database Backup -- On-demand backup of your WordPress database.
(4)
WP-PageNavi -- Adds a more advanced paging navigation your WordPress blog.