Health records should be a must. Simply because of the importance of the position. That being said, FDR might not have been elected 4 times if most people knew he had polio and I think he did a pretty good job. So.... i dunno. Probably better to release them.
With regards to taxes, I really think that's more of a political ploy to show how "out of touch" someone is with middle America. Maybe it shows some conflicts of interest or dubious political ties, but in general it's just a ploy and not essential.
Nothing else beyond those two is really important to a presidential candidate. Grades are irrelevant. The President has to be a discerning decision maker, not a know it all... advisers are supposed to be the experts int heir field.