MUI (although probably such an obvious one it probably didnt need mentioning).
Im a bit of an eye candy guy, so for that side of things:
VisualPrefs (lots of options to customise the look of Amiga OS that arent possible by default)
Birdie2k (lets you apply graphics to windows)
One of many icon types/systems. Probably newicons is the way to go for aga machines.
TrueType Fonts.
Magic Menu2 (probably not eye candy on non rtg machines, but still an essential)
Other stuff that's worthwhile are things like:
PowerWindowsNG (a lot of its content is covered elsewhere, but I really dislike the way amiga os requires entire windows to be on the physical view and powerwindows redeems that)
A file system other than ofs/ffs. PFS3 or SFS are probably your best choices in my opinion.
Snoopdos (very handy for when youre customising you os3.x system to find problems)
Stackattack (being that a lot of amiga oses instabilities are stack related this is an essential in my op.)
About a billion others, some of which have already been mentioned by others in this thread
