CKII: yes
DLC: Old Gods, Charlemagne, Way of Life, Sword of Islam and Rajas of India. Horse Lords for nomads, but you need to kinda understand the game a bit before trying them. I haven't got Conclave, but that makes your council a bit more interesting.
Link, in case I missed anything. Sunset Invasion is... controversial. I don't like it, but it adds an extra dimension of challenge if you start on the West of the map.
And to be fair, you can disable Sunset Invasion (and any DLC) when starting the game. But yeah. I actually like the concept, but it's completely ahistorical and the mechanics are a bit questionable.
I picked up the Conclave and I'm excited to get back in the game soon. 705 hours O_o That might be the most I have in anything, actually. (A lot of that wasn't playtime though, since it's an easy game to pause and come back to).
Last I played, retinues were somewhat nerfed... But they're still basically necessary to run any sort of large kingdom. They remove a lot of tedium in that situation. I think having a large retinue lowers your ability to raise soldiers directly from your holdings, but my personal holdings were irrelevant anyway past a point (retinue size is based on your entire realm, including what your vassals control).
Legacy of Rome: Vital for revenues, adds a lot of cool Byzantine stuff
Old Gods: Best "play as something else", because being a pagan is fun (and often easy). Being a pagan makes the game much more like a typical strategy game instead of worrying about "casus belli".
The Republic: Like the Old Gods, trade republics are very different from a normal playthrough. Less war more power.
Way of Life: Adds a lot of personal events, very solid DLC. Bit "OP" in that it offers a lot of new abilities to characters who choose a specialization. NPCs get the abilities too though.
If you're picking three I'd go Rome, Way of Life, and Old Gods or Republic