edge beveller
a stitch groover
stitching wheel with chageable wheels (5, 6 and 7)
A sanding block can perform some of the finish of a beveler, but the beveler is nicer (get a mid-sized one for flexibility).
I strongly agree with the adjustable stitch groover -- it helps to make a nicely finished look and it helps to protect the threads. (Failing that on veg tanned hide, you can wet indent it with the stitching wheel too -- the groover is just nicer).
Lastly, spend a little more and get the changeable wheels as recommended above -- it allows you a lot of flexibility.