The answer to the question depends on: Single Player or Multi Player games, and which country are you playing as? The AI doesn't use space marines, so support AT in a SP is a waste. Multiplayer games may use it (if it isn't against the rules for that match) so AT becomes worthwhile. China has limitless manpower reserves, so hospitals are a waste of resources, but Italy isn't swimming in fighty dudes, so they benefit from having some. And so on. Here's my $0.02:
Engineers go in everything. EVERYTHING. Except garrison templates. That would be silly. The terrain and entrenchment bonuses are fantastic for both offense and defense, so always use them. Always.
Support ART goes in everything, with the exception of garrisons. The soft attack is too useful to pass up.
Hospitals are only for nations that have low manpower and/or rely on infantry/cavalry to do most of their fighting due to industrial deficencies. XP and manpower retention is a huge help.
Support AA is amazeballs. Goes in everything except garrisons. Yes, yes, you are supposed to build planes and command the skies. Good luck doing that as a minor when Germany decides they like how your country tastes. With support AA you can offset the enemy's air support bonus, shoot down his planes (forcing him to build new ones... this matters if your enemy's air force is bigger than yours but not well-supported factory-wise) and pierce his tanks. That last one is something most players overlook. Support AA gives enough piercing that you can counter light and medium tanks with ease. It's not as reliable against heavy tanks (depends on how far down your respective tech trees you and the other guy are) but it'll do for most of what you'll see in SP. It's like getting 2 support companies but only paying for one!
Supply companies are great, if you are going to be fighting in areas with poor infrastructure and bad supply routes, or if you are supporting an ally who doesn't prioritize infra projects in newly-conquered territory. They also cut down on fuel use in tank divisions, and saving gas wins wars.
Recon is... situational. The division speed boost is nice, but that is all you will get from it. The alleged initiative bonus never seems to materialize when people on the forums test it out, so I doubt it even exists. If going faster matters to you, go for it, but IMHO there are more important things to grab first.
Signal companies are also situational. Some people swear by them; some swear by them only in tank divisions. I never use them, but that's just me.
Support AT is meh. Single player has no need for it; use AA instead. Multi-player might have a use, if your opponents are sexually attracted to heavy and super-heavy tanks. Support AA isn't going to do much to a late game heavy. You'll need real AT to pierce that.
Maintenance is great for tanks, as it keeps them from suffering losses due to reliability issues. If your industry is barely able to keep tanks in the field (Italy!) then these are super worthwhile, as they keep your tanks in the field longer. You also can capture equipment with them. That isn't a big deal to Germany or the US, but to an industry-starved country that is going to be on the defensive, it can keep you fighting while your enemy bleeds himself out on you.
Rocket ARTY is great if you have the industry to support it. A support rocket company has twice as many rocket guns as an artillery company has cannons, so you'll need to commit twice the industry, but rocket guns get bonuses from both the artillery research tree and the rocket technology research tree. They have the potential to stack some big bonuses for bigger booms. Having both support ART and support rocket ART, while running Superior Firepower, can make infantry offensives surprisingly effective. These go on infantry/cav divisions. Tanks have no need for them, and they would reduce the division's armor rating anyway.
Military Police only go in garrison templates, but they are a must-have. They reduce the amount of manpower you waste holding territory and that is the most wonderful thing in the world.
I usually play minors, so I rarely have the IC to stack everything I want right from the start. I prioritize support ART and engineers first. Once I have those in everything, I'll add logistic groups. By this point I'm getting close to poking a major or a friend of a major, so I'll throw in AA. Hospitals are next if I need manpower. If I don't need hospitals, I wait till support rocket arty is available.
I hope you find all that helpful!