Hmm, about the only 'must-get' is Magic Knight's Force Break, and maybe Hammer's Stunshot.
Others that are 'nice to have': Axe's Tekkouzan, Shield's Phalanx, Rod's Super Magic Circle, and um, that's all I can think of.
A lot of the other skills are used often in the Colliseum, but I don't know too much about that.
And monsters' skills depends on the monster, but usually the weapons skills are alright.
The casting speed cap is at around 75%, but you cannot reach that as a priest outside of Rapid Stick skill. So just get as much as your wallet allows. Or just stick with like 12% each for Stick and Arm slots, which provides the best cost-performance.
Death resistance is nice to have on upper body slot. Note that priests have 25% natural resistance to Death so you only have to get 75%.
Curse resistance on shield. Also have another shield with breath resistance.
Feet should be trip resistance or dance resistance. Or both.
Head should be HP and/or various resists. Lower body slot should also be resistance. Different bosses require different resists so can't really recommend just one. So just pick something. Ring slot also has various rings with 50% resistance, so keep that in mind as well.
Right now, Taima set is the best set. Water set is still pretty darn good too if you want a placeholder until you decide on the final set.