I find
AA, a little hit and miss (no pun intended). Aircraft are not that effective in
FOW, you can certainly live without it and just accept the odd lucky CAS. You have some Flak 36's so
AA is covered,
AA guns are pretty good against infantry but they will get slaughtered by anything with a
AT gun, from light Recce vehicles right the way upto artillery and battle tanks.
Smoke is absolutely essential, it shields you units from enemy fire and allows them to close on Enemy positions without get slaughtered crossing open ground. 3 - 4 Nebs is good as it stops you getting a negative modifer.
Panzerwerfers are Nebs on an armoured chassis, they are expensive but you get some nice special rules, which if you pay for the extra crew (and you should) you double the number of launchers (so 4 become 8) and you can make a storm trooper move, so counter battery fire is less effective.
I love Mortars as they well represented in the rules and are extremely effective. They get an extra roll to range in ( always useful) before modifiers kick in, they can be HE or Smoke (not for all armies!) and so you get organic infantry level smoke screens. The very heavy mortars 100mm plus, can disable vehicles with ease, and remember 120mm plunging hits top armour, so even heavy Tanks can be vulnerable too.
Panthers are good, but very expensive. They are not Tigers (obviously) so they don't survive as well and they don't get a PANZER ACE SKILL. 2 Tigers for about 420 - 450 - 480 points depending on book is a good buy, Massed relatively cheap Panzer IV's can be very good too. 3 x Panthers usually tips the scales at 500points(or more), I personally like them and have 15 of them but rarely bring them out to play with unless it's a 3000point crazy game or something (they look lovely though). I also have a soft spot for Jagdpanzer IV's as they are more effective STUG's but STUGs can also be great depending on the points price.
My advice would be to collect what you want slowly, if you want become a Meta-gamer where you want a super-competitive army it's a bit silly because you need to get used to the rules, your army and your style of play. I have a methodical style, I like to stack the odds in my favour, I can come unstuck with death or glory players who make bold all or nothing assaults. It's 50% luck 25% units 25% tactics.