I consider undercoating a must on new vehicles. It kept my Grand Prix, an extremely rust-prone model very solid through our harsh winters so I'm definitely sold on it.
After that I'd get rust proofing if you want to go further, and paint protection is nice on a new car but since it's not a permanent solution (you still have to regularly wax/seal) I'd put it last on the list in order of priority.
2012 YB Focus SE Sedan [featured in Performance Ford, Sept '14]
1992 BW Grand Prix SE Sedan [restomod project]