I keep hearing that in order to monitor my weight loss progress, I need to track things in addition to what the scale says, such as blood pressure, cholesterol levels, cardiovascular endurance, muscle strength, how my clothes fit, blood sugar, and body composition (lean mass and fat mass). This seems like an awful lot to track in order to measure my success. How do you track your progress? Do you use all of these things or only some of them?

That seems like a whole lot of work to me.
I think I would find it all overwhelming if I did all of that.
I'm just not a Type A person and I really don't think all of that is necessary for weight loss success.

As far as BP goes even thin people have BP problems.
Now I do know from personal experience as I have lost weight my BP has fallen and my meds have been reduced several times. One time my BP had gone so low I passed out and dislocated my elbow. That was a whole lot of fun.
It wasn't long after my meds were cut.
But when I'm loosing weight I don't think of using my BP as a success indicator.

Going down clothing sizes goes with weight loss. When the scales become frustratingly slow noticing that my clothing is looser is always a nice pick me up.

While your health may truly improve long term health problems may not go away entirely.
Frankly it comes down to that number on the scale.