I get this question a lot when doing Airwave.
For the unfamiliar customer (with Airwave), I always ask myself what I'd want retrospectively (having seen things after the event, that it would have been nice to alert on).
I'd definately recommend alerting on full rogue classification (i.e. 100% confidence).
Moving on from that, to a large extent, it depends on how much time you can dedicate yourself (or via a team-member) to pro-actively supporting the WiFi.
Alerting on e.g. de-auth's and suspects is fine, but if you don't have time to go and investigate these alerts, there's not a lot of point in alerting. Assuming you do have time...
Clients associating to suspect rogues is interesting, as is detecting ad-hocs and wifi-bridges (if that's frowned upon in your business). Oh, and EAP related alerts can be handy actually for client troubleshooting.