Definitely these: Transfer Recipe  Transfer Cooking Skill  Transfer Synopsis  Transfer Special Items  Transfer Character Disk Data  Transfer Collector's Book Data  Transfer World Map Data  Transfer Minigame Data  Transfer Battle Data Transfer Recipe  Transfer Cooking Skill  Transfer Play Time 
My opinion on the rest:
Increase Overlimits Gain  It also makes enemies gain their overlimits faster, which is annoying. I personally didn't take it.
Increase Item Capacity to 20  Nice if you can afford it, definitely something to consider if you want to bet the bonus boss on unknown.
Transfer Gald  A bit pointless and rather expensive.
Transfer Titles  Nice if you don't want to get these titles again, also there's some funny dialogue for using post-haircut costumes before the haircut.
Transfer Techs/Spells  Also pretty expensive and pointless. Transfer Tech Usage  Some mystic artes require certain tech usages so you might as well for 100 grade.
Increase Starting Max HP  - Increase by 500 Pointless if you ask me since hp maxes out at 9999 anyway.
Experience X10  If you want to beat the bonus boss on unknown you should get this because it makes grinding to level 200 much faster.
Grade X2  Sounds pointless, but it's cheap...
Transfer Fonslot Chamber - Includes Usages Rather pointless since getting them to 100 usages doesn't take long, but you might as well since it's only 150 grade. Transfer AD Skills  Pointless, thanks to the tutti core you'll have almost all AD skills before you even reach level 20. Transfer Capacity Core  An absolute must if you want to get serious the next run because of stat raising with the tutti core. Gald X2  See transfer gald
Transfer Consumable Items  Lets you transfe all your herbs over for your "definite" run, which is nice.
If you got a lot of grade, you can transfer pretty much anything. the only stuff that has a downside (if i remember correctly) is combo life, and increase overlimit gain, 1/2 xp and decrease max hp. However, a lot of stuff just isn't worth wasting a lot of time farming grade for (such as transfer gald).
3D screens.. how do they work? are they similar to magnets? PS: Please no replies from scientists.. you're always lyin, and gettin me pissed. ~ Mario64DStyle
Oh also, does transfer AD skills include Overlimit? Yes. If you perform Radiant Howl, Luke will even get a new cut in (eye catch). Also, in NG+, you have access to extentions (such as "Ion") and new MAs
Definitely get "Transfer Titles", because there's a glitch which you can't get the "Berserker" title on NG plus. Get it on your first playthrough!
combo life can actually be pretty decent, 20 hits = 2x EXP and it's much cheaper than 2x. Although it is much less consistent and does require effort to fully utilize, also small monsters (e.g. bees) are difficult to rack up high combos on.
highly recommend you add transfer consumable items to your list, otherwise getting all those herbs again is a lot more trouble. 500 Grade doesn't take that long to grind at cheagle woods, IMHO much less painful than trying to get herbs via drops or SP grinding.
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combo life can actually be pretty decent, 20 hits = 2x EXP and it's much cheaper than 2x.
I think it would be more precise to say "20 hits = 2x BONUS EXP". That's the downside of combo life. I got it on my second playthrough and, while it's not bad, it's not as good as it sounds.
It turns the regular exp to 1 and multiplies the bonus exp according to the max number of hits you made in battle. However, party members in reserve/bench doesn't get that bonus, ie. they only get 1 EXP. At the end of my game, everyone was at max level, except Luke (150~) and Jade (100~).
Again, it's good thing to transfer (much better than 2x EXP). Even with some party members receiving 1 EXP, the multiplier makes up a lot. Most people have no trouble to get 30 or so hits easily (70 if you abuse Guy's Severing Wind > (sun chamber) Dragon Tempest).