Only on a coding level, because Nomads don't really care too much about titles outside of Khan and Khagan.
With Horse Lords, Nomads are in my opinion really really fun to play. It's far more enjoyable at least than playing as Tribal. I would probably even choose playing a Nomad over playing a Muslim Iqta.
I missed this part last time. So i guess i'll reply to this now. A lot of what DLC's to get starting out depends on who you want to play as.
As mentioned above, the Christian game is really fleshed out. You get access to Christians in Vanilla and they also have added depth in the DLC's Legacy of Rome,Sons of Abraham, Conclave and Way of Life. There's also The Old Gods and Charlemagne for the earlier starting dates. You also need Sons of Abraham to play as a Jewish ruler.
To play as a Muslim you need Sword of Islam. Again, The Old Gods and Charlemagne adds earlier starting dates and Sons of Abraham, Conclave, and Way of Life adds some extra flavor.
For Pagans(Norse/Germanic,Romuva, Tengri, etc). The big one is The Old Gods. You need it to play as the Pagans and it opens up a more favorable starting date for their play. Horse Lords isn't necessary to play as a Tengri Nomad, but they are greatly fleshed out by it. There's also Charlemagne for an even earlier starting date and Conclave and Way of Life add extra flavor.
Finally, we get to India. Raja's of India is necessary to play in India at all and as usual, The Old Gods and Charlemagne add earlier starting dates and Conclave and Way of Life add flavor.
Hopefully that gives you a general idea of what the DLC's do. As you can see, some of them show up a bunch and others don't. The Big ones are typically considered to be The Old Gods, Sons of Abraham, Way of Life, and Conclave. Conclave is debatable. There's a lot of mixed and conflicting feelings about it, but it does add depth to the education system for your kids. If for no other reason that makes it an all right DLC.
There's also some I haven't mentioned. Mainly Sunset Invasion and The Republic.
The Republic adds the ability to play Merchant Republics and all of the flavor necessary to make it enjoyable. It's generally considered an Okay pick up. However, in my experiences...despite it being Three years old. It still has a bunch of weird bugs in it. Especially when combined with new features. I have had situations where I have suddenly just stopped being a republic with no idea how or why and situations where i have lost the game suddenly with the same reaction. So it's largely an At Your Own Risk type of thing...but it is only $9.99(USD).
Then there's Sunset Invasion.
How do I put this...Sunset Invasion is useful for adding a whole lot of Fun to Western Europe. A location which has a tendency not to have Fun things happen to them like the Mongol Invasion or Great Holy Wars. It adds an invasion from the sea by a Fun group of people known as the Aztec Empire who come into France and Spain and Great Britain to cause lots of Fun to happen.
It's horribly ahistorical and is generally considered a blight, pointless, and dumb. My personal opinion is that it is kind of dumb, but it adds something to Western Europe that wasn't there before(and still isn't in India) and that is some big event or disaster that really shakes things up. However, Your Mileage May Vary.
Edit:
There is one more thing to mention. Portraits. If you play the game and enjoy it. I highly suggest picking up the portrait packs when they're on sale for 75% off. It doesn't seem like much, but without them. Every character in the game will look either Western European or Arabian. It does so much in little ways to increase the depth of the game that I can't emphasize it enough. They may not be worth $2.00(USD), but they're definitely worth it if you can get them for 75% off.