I'd like to add Legacy of Rome to the must-have list because it adds Retinues, which have a HUGE impact on warfare.
As for the others, several do very little beyond allowing you to play as certain types of rulers: The Old Gods (Pagans), Horse Lords (Nomads), Sword of Islam (Muslims), The Republic (Merchant Republics), and Rajahs of India (India). While they do generally add some other stuff (TOG adds a new start date, for example), don't bother getting those DLCs unless you want to play as the associated character types.