I think Utopia is the one that is most commonly recommended as a good first DLC, adding ascension perks and megastructures. I am not sure if they are still locked behind the DLC or part of the base game though, it's been years and I think they were making changes to it.

You could also try asking in @paradoxgames, help them a bit with activity there

Utopia changes the most in the game in my opinion.

Utopia is a must-have.

Leviathan and Distant Stars are good for their prices.

Beyond that, get what sounds interesting. If you want to play as robots, get Synthetic Dawn. If you want planet-destroying weapons, get Apocalypse. If you like playing diplomatically, get Federations.