$/PA and $/IP are very important stats
Also critical (and be sure you are looking at the normalized versions with the + and #, not the raw numbers):
For hitters
AVG
OBP
SLG
2B/100
3B/100
HR/100
SB success rate
Fielding
Range (except for catchers)
Catcher Arm
For pitchers (same advice re: + and # stats):
OAV
WHIP
HR/9
BB/9
K/9 (some will argue this is important, others think less so)
IP/162 and IP/G
ERA
ERC
Stuff that is utterly irrelevant: runs, RBI, wins, losses, saves, complete games, shutouts....