Utopia is pretty universally agreed to be the most important DLC. Past that, Overlord is a good pick since they've made vassals something you actually want beyond RP reasons and it makes them much more effective, plus it adds hyper relays. I like Galactic Paragons a lot, a lot of people think Federations and Apocalypse are pretty essential, and at that point you're into picking and choosing what you'd like to have more of.