I always try to keep in stock one spare of anything that could catastrophically break and potentially ruin a weekend’s riding i.e. chain, cassette, chainring, rear mech, shifter, and bottom bracket.
Also, a decent stock of consumables (gear cabling, brake pads, quick links, oils and greases etc).
Things like frame bearings, headset bearings, wheel bearings etc don’t seem to catastrophically break for me, touch wood, so I just tend to buy them as and when things get notchy and gritty.
I’ve also got a general parts bin (low end / stock stems, bars, grips, saddles etc) for emergencies, but again, these never seem to go wrong for me.