Hi:
You should install all of the drivers you listed under Chipset.
Diagnostics. I never have installed those.
Firmware--read what the ME firmware update does.
If it is extremely important, you may want to.
If not, don't.
I am usually leery about installing firmware updates.
They are not driver updates and if something goes wrong, or the PC performs worse afterward, there are no do-overs.
You need the System Event Utility for some of the Fn keys to work.
The HPSA is completely optional. I have used it a couple of times to do PC tuneups and check for driver updates, but that is up to you. I currently only have that installed on one of my PC's, and that is because HP Orbit required the HPSA be installed.
I was testing out HP Orbit for another forum member and I will probably uninstall both of those apps after a short while.
Connection Optimizer...not necessary.