It largely depends on what you're doing. Normal work generally can be completed with just a three jaw chuck. Smaller work and/or more accurate jobs will often require an assortment of WW collets and the related holder. Odd-shaped parts and ones that require control of runout will often be best done with a four jaw chuck. Do you plan on doing any drilling? That needs a tail stock and a Jacobs chuck.
The accessories you purchase depend entirely on the type of work you're doing.
So far, one of the best purchases I made for my Sherline was an indexable lathe tool holder. With a little modification, I can now use standard carbide indexable tooling on a Sherline. It definitely beats having to grind HSS by hand and those inserts last seemingly forever.
Never attribute to malice that which can be adequately explained by stupidity.