Here's a dump from what I use. Some are a bit more expensive than those that you posted.
The second column is the expense ratio.
The third column is the category I've assigned in my spreadsheet -- it's how I manage my rebalancing among different classes. "US-LC" is large cap, MC is mid cap, SC is small cap. "Intl-Dev" is international stocks from developed economies, "Emer" is emerging economies.
These have some overlap. I don't have a specific way to handle this, I just keep an eye on the overall picture. (E.g. I don't overdo it on, say, BRIC + Brazil or SPY + S&P500 Growth.)
The main reason for each selection is that they provide exposure to a certain batch of securities that I was looking for. In each type, I was also aiming for cheap and/or liquid like you.
If there are substitutes I should be looking at for any of these that are cheaper and/or more liquid, a comment would be great.
DIA 0.17 - Stocks-US-LC - Dow Industrials
SPY 0.09 - Stocks-US-LC - S&P 500
GLD 0.40 - Gold - Gold Trust
EFA 0.35 - Stocks-Intl-Dev - MCSI EAFE Index
EWZ 0.61 - Stocks-Intl-Emer - MCSI Brazil Index
LQD 0.15 - Bond-AAA - iBoxx Investment Grade
HYG 0.50 - Bond-Junk - iBoxx Hi Yield Bond
Mid Volume (<1mil shares/day):
EEB 0.63 - Stocks-Intl-Emer - Guggenheim BRIC
ICF 0.35 - REIT - Cohen & Steers Realty
IEV 0.60 - Stocks-Intl-Dev - S&P Europe 350
IVW 0.18 - Stocks-US-LC - S&P 500 Growth
IWR 0.20 - Stocks-US-MC - Russell Midcap
VBK 0.14 - Stocks-US-SC - Small Cap Growth
VBR 0.14 - Stocks-US-SC - Small Cap Value
VPL 0.16 - Stocks-Intl-Dev - Pacific
Low Volume (<50k shares/day):
GMF 0.59 - Stocks-Intl-Emer - S&P Emerging Asia Pacific
TLH 0.15 - Bonds-Gov - Lehman 10-20y USTreas
DWM 0.19 - Stocks-Intl-Dev - DEFA
These provide enough variety to cover the target allocation below. That allocation is just for retirement accounts; I don't consider any other savings when I rebalance against this allocation. When it's time to rebalance (i.e. a couple of times a year when I realize that I haven't done it in several months), I update quotes, look at the percentages assigned to each category, and if anything is off the target by more than 1% point I will buy/sell to adjust. (I.e. if US-LC is 23%, I sell enough to get back to 20%, then use the cash to buy more of something else that is under the target. But if US-MC is 7.2% I don't worry about it.) The 1% threshold prevents unnecessary trading costs; sometimes if everything is just over 1% off I'll let it slide.
I generally try to stay away from timing, but I do use some of that extra cash when there's a panic (after Jan-Feb '09 I had very little cash in the retirement accounts).
I don't have the source for this allocation any more, but it is the result of combining a half dozen or so sample allocations that I saw and tailoring it for my goals.