Well I guess the step is to figure out what and how to get them vaccinated.
Most choose not to - which is why the vast majority of chicks for home flocks, from the vast majority of hatcheries, are not vaccinated. Its too easy (and cheap) to replace a bird. The majority of poultry vaccines out there are quite specific, appropriate only to known conditions (i.e. you know you've had Marek's on property before, and have come to accept that you will have Marek's essentially forever - so you buy chicks inoculated against Marek's with the live, attenuated virus - they can still get Mareks, it just won't kill them) or for commercial grow operation where an infection can cause a financially devastating loss of stock.
Coccidiosis is present everywhere, at least, everywhere humans have been. At this point, its part of the soil. Healthy chickens naturally develop guts to help keep it in check, but still, many owners choose medicated starter feed to help prevent their systems from being overwhelmed before they have the chance to develop that health gut. Most medicated feeds rely on Amprolium to do so, which is NOT an antibiotic, or an anti-parasitic. What it is is a thiamine antagonist, loosely a "B Blocker", so if you are offering medicated feed, don't also offer supplemental B1 vitamins. The medication "Corid" is an Amprolium solution used to treat Cocci after the fact.
I think that covers the big ones. Fowl Pox will likely happen at some point, even if you have great biosecurity - mosquitos are carrying it about from infected flocks nearby. Once present, its very difficult to get off your property, but for most varieties, mortality is very low. Avian Influenza is being carried by wild birds, too - particularly bad on the West Coast presently, but can happen anywhere - do your part, don't put a bird feeder near your run and create an attractive nuisance for wild birds. If you free range, that's a risk you take.
Newcastle has *hopefully* been eliminated again, or at least reduced to a few flocks, likely in "the Valley", CA. Again, biosecurity is your best defense.
as in life, no guarantees, just degrees of risk management, and their associated costs.