EGT (Exhaust Gas Temp) Pre Turbo for monitoring high turbo temps - Extends Turbo life
EGT (Exhaust Gas Temp) Post turbo (OPTIONAL) for monitoring cool down temps before shutting down - Extends Turbo life
Boost (Turbo) Helps to diagnose problems such as loose hoses causing loss of power, etc... (also fun to watch

)
Trans Temp (coming out of trans to cooler) - Trans life, a "must have" if towing with an automatic trans
FP (Fuel Pressure) Post Filter for monitoring filter and lift pump life which is preventative for extending injector pump life
FP (Fuel Pressure) Pre Filter (OPTIONAL) for monitoring filter life
A-Pillar or Dash is personal preference
3 gauge w/ mount setup will run in the $450 ballpark
6 gauge w/ mount setup will run in the $700 ballpark
Many of the dealers listed
HERE sell gauges.
As lmills noted, filling out your profile will enable members to provide you with better information.