Sleeve - The Surface Pro 3 is a work of art and it would be a shame to get it dinged up or scratched. Since the Pro 3 does not have one (WiFi only, folks), it could prove useful in a pinch. However, I would suggest getting one with an integrated ethernet port.
You can increase this by using any USB hub. USB Hub/Ethernet port - speaking of having one USB port, it is at least a 3.0 variant, so it is fast. Sure, you can use a flash drive, but that will take up the only USB port on the device. 128GB cards have hit the market recently and go for as little as $99, so if you need more room for photos and documents, this is a great way to go. MicroSD card - While the Pro 3 comes with an ample amount of on-board storage, you can expand it using a microSD card. The onscreen keyboard works great and if you need, you can plug any USB keyboard into it for use at a table or desk. However, the Surface Pro 3 can operate without it. Type Keyboard Cover - this is the official keyboard accessory from Microsoft - a must buy to get the full experience.