I'll pass on caravans if I'm doing heavy dead draw (e.g. BM-envoy), if I don't have a lot of 4's and I need my early one for something else (e.g. baron -> forge), or if I'm playing something like menage/library/watchtower/jack where that +card is of marginal value or detrimental. Particularly if there is something else out there I actually need (like a bishop) or that does more for me without losing tempo (like cutpurse), I'll pass on caravan. Not to mention chapel decks where I get to do some power opening like festival/chapel/menage and I simply never purchase anything that costs 4.
Minion is extremely powerful as it allows you to cycle like mad, can be turned into a psuedo village with golem or TR, and is self contained disappearing cash for library/menage/watchtower. However, there are boards where I will skip it. KC/Bridge/quarry comes to mind. Likewise, I may go gardens if I have two opponents open minion off of 5/2s to my 4/3 with workshop/garden. While I will go minion/tunnel there are times where I never get around to buying the minion because the other guy has done all the work for me.
Island is terrible if your opponent goes possession; losing a key card (like your own possession, a golem, etc.) makes it a no go on some fast possession boards. Fishing village can compete with better engine components. For instance with chapel, festival and menage a festival/chap opening allows me to get rolling quickly and with some luck I will always perfer another menage to a fishing village or have the cash for the superior festival (which I can play every turn in a strong menage deck rather than every other turn).
There really is no card that is an auto-buy.