Nothing I did was a must do. If I had to list my mods in order of priority:
Ford "premium" soft tonneau cover
Front tint
aluminum brackets + hi lift jack for box link system
random recovery gear (strap, soft shackle, gloves, tools, fire extinguisher, shovel)
Stauns quick deflators for airing down quickly by myself at the sand dunes
Builtright Industries rear seat release (awesome product but not as useful for trucks with the sub)
Tailgate release to aux switch kit
I have the beadlock conversion rings I bought from another member and think they will be a must do but haven't been installed on the truck yet.
Edit: I'll also say I'm surprised at all of the people saying fogs are required. Maybe my point of reference is poor but the stock headlights are ridiculously good compared to what I've used in the past, with the high beams on I don't ever want more light. I haven't gone on any night high speed runs though. The dunes here close at dusk.