I'm not a fan of the classic "health bar" (ex. it would be unrealistic to know you can take exactly 3 6.5mm rounds to the leg before you die), but it would definitely be nice to get some visual feedback as to where you've been shot. You'd feel it in real life, but since I'm not so inclined to feel the pain of being shot in real life every time I get shot in Arma (dear god my head would hurt), a little picture of your character somewhere on the HUD with something like a red area for somewhere you've been shot and an orange area for somewhere you've treated would really be nice.
I personally don't find the need for a stamina bar, but I do agree - it can be really hard to tell based solely on your character's grunts and weapon sway. I think it would make a good option, or something that is maybe enabled on the lower difficulties.