The evaporator set me back about $2100 about three years ago (fortunately I had a coverage plan so I was only out about $250)...most of the labor involved the removal of the dashboard and associated trim. Otherwise, the OEM unit can be had for around $900.
All other items already mentioned in this thread will call themselves to attention soon enough during your ownership...I'm not one to replace components unless they actually fail, or show impending signs of doom.
No one has mentioned the wiring harness, although I think the problem started after '92. Also the belt tensioner will wear out, usually at the shock bushing. When it does, your engine will sound as if it's going to throw a rod at idle!
Haven't experienced the inevitable head gasket failure yet, but I lost the coolant pump, expansion tank, and radiator within months at around 100K.
Check window switches and all electric window operations. The rears usually go first. The motors are fine, but the sliding track mechanism self-destructs all at once, leaving you with windows you can only raise halfway. Not much preventative maintenance you can do there, but atleast parts are cheap and it's DIY.
The OVP is a known electrical component flaw (hot start problems, rough idle, etc.), but again, unless it is the source of a problem, leave it alone.
2009 ML350 (84K) - Family vehicle
2001 CLK430 Cabriolet (71K) - Wife's car
2005 BMW 645CI (124K) - My daily driver
2012 Mustang V6 (60K) - Daughter's car