In Zdoom, in addition to a few skins, I usually load a crosshairs WAD to give me some additional crosshairs (duh) and my own "njsplash" WAD which adds splash sounds and sprites to the liquids, footfall sounds to the other flats and enhanced switch sounds to the (you guessed it) switches. I also have a blood bath announcer WAD that autoloads but, to be fair, I usually forget all about it and should probably remove it.
In addition, in GZdoom, I also autoload lights.pk3. I haven't traditionally loaded brightmaps.pk3 but I may give that another go now that I am on a new machine with a better graphics card. And finally, I usually autoload a flashlight WAD. I have to cheat to get the flashlight but, on my old CRT, it was sometimes a useful thing to have at the ready just in case. Most of the time I don't use it and it's probably another thing that I could now do without.