Wait until they go on sale on Steam and then grab all the ones you don't have; for a couple of bucks each, they're all worth it. But for now, Conclave is the only one I'd say you absolutely must get - so many added features, and as someone else mentioned, the game is now kind of broken without it.
re: Horse Lords, I put off getting it for a while because I too prefer to play in western or southern Europe. However, I bought it on sale and was pleasantly surprised that it still impacts me. The biggest change from a Christian point of view is the ability to attack anyone at any time and make them your tributary. That's pretty hot. Nothing like, as the Duke of Brittany, forcing the HRE to pay tribute.
re: Horse Lords, I put off getting it for a while because I too prefer to play in western or southern Europe. However, I bought it on sale and was pleasantly surprised that it still impacts me. The biggest change from a Christian point of view is the ability to attack anyone at any time and make them your tributary. That's pretty hot. Nothing like, as the Duke of Brittany, forcing the HRE to pay tribute.