Which is more important, and which one should I focus on purchasing?

Well all of those things are equally important imho, but if you can only get one and as long as the lamp is keeping the temps close to where they need to be, then I would say the cool side hide. Definitely try to get an UTH and a dimmer/thermostat asap though. The hygrometer would be last on my list, but I still think they are important, mainly for making sure the humidity is right when they are shedding. So the cool side hide would be my first priority as long as the temps were okay, but ultimately it's up to you :)

A thermostat to control the heat lamp. :P You can get a cheap heat cord or undertank pad later, you can spray the tank with water to raise humidity, but precise control of the heat is most important.