I use these (from brentozar.com) and then add others if and when the need arises.

•Memory – Available MBytes

•Paging File – % Usage

•Physical Disk – Avg. Disk sec/Read

•Physical Disk – Avg. Disk sec/Write

•Physical Disk – Disk Reads/sec

•Physical Disk – Disk Writes/sec

•Processor – % Processor Time

•SQLServer: Buffer Manager – Page life expectancy

•SQLServer: General Statistics – User Connections

•SQLServer: Memory Manager – Memory Grants Pending

•SQLServer: SQL Statistics – Batch Requests/sec

•SQLServer: SQL Statistics – Compilations/sec

•SQLServer: SQL Statistics – Recompilations/sec

•System – Processor Queue Length