Aside from Utopia, which was already mentioned and is a must have, I like Megacorp, Overlord and especially Machine Age

Utopia. Hive minds and megastructures.

Utopia hands down, it was the first dlc for the game and added many features now considered core parts of it. Federations is also a must in my opinion, but that is more up to personal taste.

Aside from those two I would just read up on the packs and buy what sounds cool to me. At least that’s how I did it back in the day when I started playing.

E: also note that paradox recently introduced a subscription model as well, which gives you full access to all dlc while you are subbed. This may be a great option to dip your toes and try out the content before buying it.