We worm all piglets at weaning (also prevents lice & mange) and we do an ery vaccine too as a preventative because we have some rare bloodlines and wouldn't want to lose any breeding sows or their offspring from the herd book.
There's also a combined ery/parvo vaccine you can get if you've had problems with parvo and I think some people vaccinate against pneumonia too.
As to what's essential...... it all depends on where you are, how many other people around you keep pigs, what you do with your pigs etc etc etc. The best bet would be to have a word with your vet as they'll have the inside knowledge for your area and will be able to advise on the best/most necessary vaccines to give.
HTH