No easy answer to that question. The one thing I have my chicks vaccinated for is Mareks. Most hatcheries will vaccinate, or you can buy the vaccine yourself. There's tons of info on BYC about Mareks.
You may want to check with your Extension office to ask what types of diseases are common in your area. My flock had fowl pox last summer, which wasn't that serious, but there is a vaccine available for that. I might have vaccinated had I known about it. There is a coccidiosis vaccine that was not offered by my hatchery, but I might have had my chicks vaccinated if it was an option. I don't feed medicated starter (which will help your chicks develop immunity to the coccidia in your soil), and would have liked the peace of mind of a coccidiosis vaccine, but so far none of my birds has come down with it.