Which are must have options?

[H3 Hummer]

I don't think you can order the roof marker lights until GM fixes an issue with them. If they do allow you to I actually wouldn't. See other posts for why.

Mud flaps are good because there a lot of posts about rocks hitting the sides. Get the adventure package also. It is worth it just for the tires alone. Tow package as stated.
Sunroof which I think is standard with Luxery package. Protection rails for off-roading and it looks like the H2 also.

You can get hummer hood handles from other h3 sites but not the factory. Also, if you like them get h u m m e r letters that go on the grill. Looks like the big brother H2.

Also, rubber floor mats are nice.

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