You NEED Rajas of India to play in India, you physically cannot if you don't have that DLC.
After that, Sons of Abraham, Sword of Islam, Charlemagne, The Old Gods, and Conclave.
Sons of Abraham fleshes out religions A TON. It is a must have!
Sword of Islam allows you to play as Muslims. I'd recommend playing as one of the Muslims in Spain or Anatolia in the later start dates if you want a nice game.
Charlemagne extends the game to 769 and gives you a decision to form a custom kingdom/empire. That adds another layer to the game, it makes you feel more attached to your kingdom, at least it does me.
The Old Gods makes Pagans playable. As a Pagan, you can raid, pillage, reform your religion, have concubines, and all that jazz. I personally play as a Pagan the majority of the time.
Conclave makes the most recent patch much better to play. The mechanics in the patch are clunky if you don't have the DLC.
Also, if you have a small amount of money, get Way of Life. It allows you to have ambitions, which lead to other events and decisions. It adds a lot of flavor, and is cheaper than the other DLC.
If you want to play in the Byzantine Empire, get Legacy of Rome! It makes it 1000% better.