We vaccinate for erysipelas (it's treatable but affects joints and pigs shouldn't be bred from after having it as I believe joint problems can pass to the offspring) and worm regularly.
We don't give a parvo vaccine - mainly because we've not had any problems, if we did I would.
Show pigs/herds are far more open and susceptible to disease (sorry, that's not meant to offend anyone!) but the fact is they are regularly housed with large numbers of other pigs, come into contact in the ring (or people passing a row of pig pens and patting them all as they go
) Add to that a fair bit of travelling in humid conditions (those little trailers get pretty hot with pigs in!) and you've got the perfect breeding ground for infection and disease unfortunately
All new stock (no matter where it comes from) should be isolated away from other stock on arrival (3 weeks is long enough for anything which is incubating to show itself) and you should be bio-secure conscious - separate feed containers, wash footwear/hands as a minimum when going between the new one and your existing pigs to stop transferring anything.
Pigs that are kept well and in low stress conditions are generally pretty resistant to illness I think.