Hello Stefan,
This really depends on the end user needs. Each frontend component is required for a specific scenario so as a SAP admin responsible for rolling-out SAP GUI you need to check what feature ,functionality or product the user will intend to use; Does the client require access to BW , KW system ? Do you want to use SAP Scripting ? Unfortunately, no one can answer that question for you.
You should at least select the "SAP GUI for Windows component" . Customizing of your Frontend package is available to select component that are strictly necessary and also minimized the use of local disk space and bandwidth consideration during deployment.. but is it really an issue nowadays ? if no, you can build a package including "All" components.
Kind regards,
Eric