Common Sense and Art of War are both must-haves, because some important features are locked behind them. Art of War has many little features. Common Sense has most notably the development mechanic, which is crucial.
Wealth of Nations and Conquest of Paradise are considered to be the least worth of money.
WoN is mostly for trading countries (Gives you the option of trade wars)
CoP might become good if the random new world creation gets revamped. Otherwise it's just if you want to play as a North American tribe.
El Dorado can be nice if you like Exploration/Colonization and creating your custom nation.
Res Publica if you like playing as republics. Since most countries in EU4 are monarchies, it really depends if one of your favorite countries is amongst the republics.
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If Symphonic Metal is your taste of music, you can also get the Guns, Drums and Steel DLCs. I really love the Classical music/Metal mix.
But that's without actual gameplay impact.