Well, you know what the oil pressure tells you.
Vacuum is important to know because that tells you any potential leaks and cracks in the engine. You will see a diagram in most service manuals, but too less vacuum means there is a leak in vacuum line or even headgaskets. This is more like a health meter for your engine. If you ever going to get a SAFC, you don't need this though.
I personally would go for oil pres. and EGT, just like you said. Also, you have NOx, right? How about a Nitrous pressure meter?