I'm finding that with each playthrough, no matter what the goal is for that playthrough, I find myself doing things that, if left undone, feels like something is missing or incomplete.
An example of this is, every new build I do, whether pvp or pve must, must, MUST get the prostration gesture. If I don't get said gesture my character feels incomplete. For no reason other than having it, I must! =p
Another thing, Dusk must be freed. I don't use spells, I don't need her equipment, but I must free her and know that she's available for summoning! I could skip the stone dragon, never visit painted world and still she must be freed or my quest isn't complete, weird huh?
Anyway, what are some of your "musts?"