Stern has been including the metal leg protectors out of the box, so those should be covered. Not sure on cliffys-again, my GB had protectors on it from the factory, but that was about 8 months into the run. They tend to revise hardware as they produce games, so you sometimes get more stuff if you wait longer. I've also added the shooter lane protectors from PBL to the games that are missing them, and in some cases mylar to drop points.
Nothing is absolutely critical for day 1 though. Get the game in, and see how it plays and whether it needs anything extra. You're probably not going to damage it in the first 50-150 plays.
Enjoy the NIB though-getting a brand new game like that is a lot of fun. It's also habit building-I'm up to 4 of them