This is a big question.
On one end of the spectrum, some people treat for just about everything, whether they have a problem or not.
Others rely on small cell/natural cell for hive health, although controlled studies cast doubt on whether that really works or is really a live and let die approach with a distraction.
Others don't treat anything and follow a live and let die approach without regard to cell size. That works best if you are raising your own queens and breeding from survivor stock. This is a tough thing to do starting out. If you have 2 hives, its no fun to have both of them crash. I think this is the best long term solution for varroa issues and lots of others.
A middle ground, which is probably the best for beginners, is to:
1. Obtain queens that have genetic resistance to pests;
2. Monitor for pests to keep an eye on what's going on;
3. Try non-chemical controls first, such as sugar dusting and drone comb removal for varroa and traps for beetles. I really think if you can figure out a way to keep varroa at bay, you have licked most of the problems. There is also some evidence that parasitic nematodes do a number on SHB.
4. If that fails, consider using a more soft chemical only as needed (such as formic acid or thymol for mites).
5. Rotate new comb into hives to keep bad things from building up on comb.
I do think that treating for Nosema on a routine basis is a reasonable step, since the treatments, all in all, are not terribly harsh and have a short life and the difficulty diagnosing Nosema before it is a real issue.
On the other extreme, I don't know that treating for traceal mites is necessary, given the natural resistance that seems to have developed. This is a case where good genes should lick the problem.
This is an area where everybody disagrees, and these are just my suggestions.