I resisted using Conclave for a long time. I dislike a lot of its choices (there is literally no reason for childhood focuses other than Thrift, Duty (for Geniuses only), and Heritage to exist IMO, though some people apparently consider Struggle's rate of Dull acceptable), and wish you could turn certain parts off while leaving others on. But in the end, it's just not worth leaving it off- favors, not having to set individual guardians for children, Realm Peace, etc, all outweigh its problems and it gets to be just too much to pass up. Also not using Conclave often led to encountering more bugs in my experience, especially with other DLC- I get the distinct impression that "[X DLC] on but Conclave off" is one of the least-considered options in testing.
(I keep saying someday I'll tire of achievement-hunting and start modding to deal with some of my issues on this stuff, but it hasn't happened yet.)
Holy Fury is probably probably the #1 to-get, M&M is big... sometimes it's hard to remember which things are really from which DLC, though, especially the way DLC features get conflated with patch features sometimes.