Sacred Heart and Immaculate Heart are essential. Every Catholic should wear the Scapular and be enrolled. The rest is a matter of inspiration, I guess, just like we all have different devotions to different saints at different times. Right now I am all about St. Stanislaus Kostka. He has won me signal favors.
The consecration to Jesus through Mary is not a devotion but a way of life. Do you dare approach Jesus without Mary? I must admit, it took me a while to understand it; actually, I still don't understand it. But intellectually I know it to be true. Mary is raised to such a lofty height, and has such power over the heart of her son, that it is, in a way, more effective to go to her than straight to God.
I try to think of it this way. If you were married, and loved your wife with your whole soul, it would be the same way. Your kid could come to you and say "I want this new stereo system" and you'd say no. But if he asked your wife, and she asked you, you might think twice... That's the idea. No man can love his wife as much as Jesus loves His mother, it is just an analogy. He can't resist her, He loves her in a way that is unfathomable, much more than He loves even the greatest of the great saints, and she could never ask anything wrong of Him.