My old league wanted to do some crazy stats so we added a bunch last year. We had the standard 5, plus holds, K/9, and CG. I would personally just add holds into your league. Holds bring in a whole extra group of players (middle relievers who wouldn't get drafted otherwise because they don't get saves), and it adds some real strategy as to how you want to break down your RP. Complete games were a disaster last year. There were several weeks where everything was all tied up and somebody won on Sunday because their guy went the distance. CG's are really a crapshoot. They happen so infrequently for most pitchers that some teams would go weeks at a time without getting one. I like to have stats that are used every week and there is a strategy in drafting for them. K/9 were heavily favored for the big strikeout relievers. It was a decent stat, but even if your starting pitcher went out and struck out 8 in 7 innings worth of work, an RP who got a couple K's in an inning would blow his stats away. I think that the K stat takes care of the entire strikeout category.
So, in summary, I prefer holds out of all the stats that you are considering adding.