It very much depends on your use. Different terrain will damage different stuff. For example Moab slick rock is going to be mostly big round rocks and ledges. So sliders, bumpers, and belly (transfer case). California rocks are more loose rock that will go into more places, so you really need the transmission, fuel tank, rear control arms, and rear frame mounts.

I don't think the rear diff needs a skid at all in most cases, nor does the front lower control arms. And the KDSS skids are solid. No reason to change them.

If you want to optimize for weight, Toyota did a really good job with the OEM steel front skid. It's thin and light but can take shit ton of abuse without failing. It'll look terrible after a weekend in the rocks. But it'll hold. The aluminum TRD pro skid looks strong, but is pretty weak. If you want to take abuse repeatedly over the years, then the heavy steel is what you need. It's the only thing that will handle constant rocks.

So you gotta pick what you want to do with it and go from there.