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 Yellow Blaze Focus SE Sedan (DD+Project)
1992 Bright White Grand Prix SE Sedan (Project)
SR #74/SMk3C #17/YBOC #03