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I just do a full install so I don't have to worry about it, but http://depfinder.sourceforge.net/ might help you figure out what dependencies are needed for KDE/Xfce/other. I haven't used it, so I can't comment on how well it works. For a package description, check out each package's slack-desc file or google it (seems tedious though).
For a while, I've been trying to make my installs as lean as possible, using depfinder also, as well as what I remembered from working through Linux From Scratch. I remember a saying of the great german philosopher Lichtenberg, who stated that sometimes, you have to write a very long letter before being able to write a short letter. In that spirit, nowadays I just don't bother and opt for a full install. On a server, I just skip KDE, KDEI and XAP, and that's it. On my XFCE-based desktop, I have a set of tagfiles serving the purpose not to install stuff I obviously don't need, but that's about it. There are still *some* dependencies to figure out after that for all the additional stuff, but this is not a big deal.
To answer your question more directly, I guess the best way to learn about dependencies is to work through LFS and BLFS. Which is a great project for folks who build cathedrals out of matchsticks or cram sailboats into bottles for relaxing.
I personally have also chosen to slim down my packages as well. As for server computers, if it's not a production-server for work or something, then I actually go through the packages to see what I need and see what I don't. Here is a list of package series that I do remove:
[X] (Note: Sometimes I keep parts of X such as the X server itself because some organizations or groups want to be able to connect to X, but the drivers are always taken out.)
[KDEI] (This isn't selected by default as far as I know, but I recall leaving it out in my installations.)
I also remove specific items individually in the package series. However, if it's a "do it whenever you want" server such as my home server, then I take off the package series listed above, and remove packages when "slackpkg upgrade-all" picks it up.
Now with Slackware 14.0, I guess I'll be removing [XFCE] package series as well since "xfce4" won't be its own package in [XAP]. There are also a few edits that I made in those server computers:
1. I re-link the "emacs" symlink to emacs-no-x11. Otherwise you get a list of libraries that emacs says it needs in order to run. Installing the packages with those libraries will result in emacs attempting to start in X server, which will evidently fail and revert to its -no-x11 binary version anyways.
2. This is just a personal problem, but I rebuild nmap with "--without-zenmap" because I don't like the zenmap icon taking up space in my menus (personal pet peeve).
There are some other programs I rebuild but unfortunately I'm not able to think of them right now.
Another good resource for dependencies for a program is its documentation (usually). If they have poor documentation, then screw'em. VLC Media Player has (in my opinion) great documentation. Other programs might not have good documentation but try building it with the options you want, and eventually you get "libsoandso-blablabla: No such file or directory" and then you can just google where to find that lib.