Follow up question: Which DLC should I absolutely buy while they're still on sale?
OHSHIT I forgot Ruler Designer is a DLC. Its the best. So it goes first now.
I believe Legacy of Rome is what adds retinues, which are all but essential for anyone with vast tracts of land. Way of Life is pretty nice, and affects literally everything. Old Gods is good for adding the Norse, which are considered the most OP religion ever... OG also adds a earlier start date, which is nice, but fucks with the "noob island" thing everyone always talks about. Charley adds an EVEN EARLIER start date, as well as tribes, which are good at blobbing but bad at literally everything else...
Sons of Abraham is all about the Christianity, while Sword of Islam adds Mooslims, who are hilariously OP.
My Little Pony Empire Edition adds Nomads, who are apparently OP but I died immediately the only time I tried to play them. It also adds actual trade routes, in this case the Silk Road, though really only Nomads, Mooslims and Indians can ever hope to benefit from it so I mostly ignore it.
Rajas adds Indians who do absolutely fuck all forever and are subsequently ignored, While Sunset Invasion adds Aztecs but only if you play through the whole game or start in one of the latest bookmarks.
Note I'm listing these in roughly the order of "best to worst" so start with Rome and WoL and work your way down.