If I had to recommend just one, I would strongly recommend Roads to Power. It's the newest and it adds the ability to play "landless" (without any holdings) as well as a large amount of content for the Byzantine Empire.
After that, I would say Tours and Tournaments is good as it adds a lot of travel events and a number of larger events that are great for RP.
For the smaller DLCs, I would recommend Northern Lords for the Viking stuff, annnd - that's about it. The rest aren't really essential...
For CK3 there's also a few to probably avoid. The steam ratings give it away but you'll want to avoid Friends & Foes because the "house feuds" that it adds can end your whole game.
I also don't recommend Legends of the Dead. It's a bit broken at the moment in multiple ways and its just not fun at all.
