The important gods for players are whatever gods are important for the setting. I wouldn't add a god of war to a setting just to let players have the option of following a god of healing. If anything, I might ask myself what gods that already fit into the setting could be seen in that way by at least some of their followers. You might not have a god of healing, but there might be an order of priests who are renowned for their healing prowess who follow a god who is, himself, perhaps only distantly interested in healing. Almost any god who is associated with a specific nationality or ethnic group can serve as a god of war when that group is in conflict with outsiders.

In short, I don't think there is a list of divine roles that need to be filled for the players' sake. If a player wants to play a cleric of a variety of god that didn't find a role in your setting on its own, then existing gods can probably be used to accommodate that player.