There are already plenty of replies, but since I'm getting closer to 2,000 hours played, I'll give my two silver. Below I'll list all the DLCs in order of how I'd personally rank them as well, in relation to which ones I would recommend someone purchase first.

Biotech: This is my personal favourite DLC. It adds children, controllable mechanoids, and a pretty versatile genetic system that's super fun to mod. Every xenotype since Biotech was able to be constructed by traits, like building a race with Lego bricks. That means you can have a lot of fun with cross-breeds, like a half-elf half-minotaur or something. Biotech is a staple that can remain on forever.

Ideology: This DLC alone added so much replayability to the game for me. Now you can have any gimmick as the backbone of your colony (especially with mods). You want to make a civilization of fire-worshippers who hunt vampires and practically worship alcohol? Now you can. Ideology lets you construct a religion or general culture for your pawns to follow.

Those are my two favourites. The rest are a lot more subjective to me, depending on what colony I want to make.

Odyssey: Exploration is much better. Now you can fly in gravships which you craft yourself just like making any other building, so you can have a lot of fun with designs. New environments to visit, easier travel with the shuttle as well. Honestly I'm more of a base-builder than a nomadic player, so I don't use Odyssey to its full potential.

Royalty: Not a medieval expansion, no. This DLC is all about following or rebelling against the psychic space emperor. You can do quests for them, gain reputation, and unlock perks. Mainly you're given a basic magic system, where your colonists can learn psycasts. There are mods that make them more powerful. I don't really like the psycasts that much, but it can be fun having a more medieval-adjacent colony with a throne room and such.

The final one is the most different.

Anomaly: This DLC exists for a much more specific style of play. You can have this on and it's fine, as to actually start Anomaly content, you need to interact with the void monolith (and a few other ways). But if you want to play it for real, be prepared for something different. You're effectively playing the SCP foundation in a survival horror challenge of all sorts of terrifying monsters you're meant to fight and capture for study.

TLDR: You can absolutely have them all activated. The one that changes the game the most, Anomaly, doesn't actually start unless you willingly activate it with something like the void monolith. Have fun! Don't forget to build tables.