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Utopia is an expansion DLC and is widely regarded as a must have. Second comes Federation, then the rest as more singular mechanic additions - Apocalypse, MegaCorp, Overlord, Nemesis.
Machine Age is the most recent expansion and is similar to Synthetic Story Pack focusing on playing as a Mechanical AI, robot or cyber.
The Story Packs are generally good but not essentials, pick the ones that inspires you as they all add events content to the game and provides variety in the gameplay experience.
The Species Pack are more considered cosmetics, some species like Aquatics and Taxoids have unique features only if you choose to play as them.
Majority of the mods do not requires the DLCs, but Utopia is present in some of the most popular mods.
As for 'are the DLC worth the asking price?'
No, not really, majority of the DLCs were sold half of the price they're asking now, so it's obvious that Paradox has jacked up the price in 2024 almost to double. So you now pay full price for a 50% discounted DLC.
I'm recommended DLCs are Overlord, Apocalypse, MegaCorp, Utopia, Federations, The Machine Age, Galactic paragons, Leviathans, Distant Stars and Ancient Relics. Now you don't really need the Ancient Relics or the Leviathans but I'd recommend them due to bonuses you can get from hunting down relics or the leviathans for your empire.
I would even go far into added Synthetic Dawn which The Machine Age DLC should've been added to the Synthetic Dawn DLC but whatever.
So let me add why I recommend each one.
Lets start with The Machine Age, doesn't matter if you play machine or not but it adds dyson swarm and arc furnace helps with energy and mineral that's benefit for any type of empire you play. If you plan on playing as machine then you go a bit further or if you plan on having your empire in mid to late game go from meatbag to a tin can then it have the ascension paths and the nanotech, virtuality or the modularity ascension paths.
Overlord, you're able to build orbital rings, hyper relays and quantum catapults helps move your ships faster through the hyperlanes, plus the shroudwalkers, merc enclaves and salvagers are nice add on plus you're able to make your own merc enclave which does give bonuses.
Apocalypse mainly for the midgame crisis which is if you like Star Trek you fight Khan. You also get a colossus ship if you pick that ascension perk helps during the war plus you play a slaver or a face hugger would help with that aspect of your play style.
MegaCorp, slave market plus new megastructures Matter decompressor (minerals) as well the ring worlds and dyson
Utopia just like in Megacorps it gives both the ring and dyson as well but adds the master builders which give a megastructure build speed and build capacity.
Federations adds Galactic Community, Juggernaut ship and mega shipyard as well adds more to federations.
Galactic Paragons will help you with leaders and their traits giving it more depth.
Leviathans there will be creatures floating/roaming around that you need a decent size fleet to take them on. As well Enclaves independent outpost with specialist and info as well commissioned artistry for sale. Plus a endgame scenario which can happen before or after the endgame crisis is the whole galaxy plunged into a war with awakening of fallen empires.
Distant Stars opens up the L-cluster, legendary leader or expertise of the curator enclave. I personally recommend this because the L-cluster is almost like your own little gate system through out the galaxy if you control the L-cluster.
Ancient Relics, artifacts that can give good passive as well active bonuses. For instance you could get the head of a long dead priest and able to get fallen empire ships to command until the ships are destroyed.
Synthetic Dawn a recommend if you want to go robot or want to go like in Star Trek the borg, though if I'm correct you can do that in The Machine Age DLC as well. It's not much different from The Machine Age DLC there is a Machine World Ascension perk as well the Machine world origin where you start off with your main planet as a machine world.
Also a side note each and every DLC adds new Origin(s) if there is an Origin you like more maybe grab that DLC.
Right now I came back to try out the new DLCs Grand Archive and Cosmic Storms so far I wouldn't recommend them. I don't know if I'll even actually go all the way to late game to see how well those 2 DLCs are.
I'll say Nemesis isn't really a needed depending on if you want to be a new end game crisis (you become the crisis) or be like Emperor Palpatine and become Emperor.
If anything right now try the subscription play around with it and find which DLCs you like more then from there pick which ones you think fits your play style(s) more and wait for the winter sale. With the subscription it gives you all DLC even the Species packs. Give it the monthly 9.99 find which DLCs you like and you can toggle the DLCs off or on so you can mess around with it. I own all of the DLCs as well the species packs and I'll be most likely turning off the storm and archive DLCs and keeping them off.
Machine age is probably worth it too.
Utopia
Mega Corps
Apocalypse
Leviathans
Federations
Distant Stars
Rest is personal taste.
A few are unbearable garbage (like some Hearts of Iron DLCs) but by and large they did good work, word of warning have a very good single thread CPU. They still have not managed to properly multicore and its CPU heavy.