It depends on what interests you in general, but I can't imagine playing without Way of Life. It's just too essential, and it has an effect on every single game from start to finish. Reaper's Due is also a good one because of how much it does no matter where or what you're playing, but you probably want to have a better grasp on the game before picking those up.
Aside from that, it kind of depends on what speaks to you as far as where you'd like to play. If playing as a Pagan is something you really want, you'll want to pick up The Old Gods, if you'd like to play as a Muslim, you want Sword of Islam, etc.