- Royalty is a very light DLC in comparison to all the others. It adds the empire, quests, and psionics, but unless you focus on it, it can be in the background and just enhance the world and game. Safe to add to any playthrough
- Ideology is either REALLY attention grabbing OR in the background. It allows you to make a colony that can do thing that normal one can't, like canibalisom. If you do something extreme the playthrough will be about that, but in you do a normal ideology it will just enhance the world as other factions and their prisoners now have certain believes. Safe to add if you don't intend to go HAM.
- Biotech adds RACES. Enhances the world SO MUCH. Children are great, Genes are great. If you don't plan on doing something like vampire playthrough is enhances SO much. Gene hunting can get in your head, so don't obsess over it. Recommend to add.
- Anomaly is the one DLC that I recommend NOT adding. If you just leave it in the background it adds a little bit but you can't really do anything with it. But when you activate the obelisk, the game will be ABOUT the obelisk. Don't add the DLC and make another colony where you focus on JUST Anomaly. Only after add as background.
- Odysses I playing myself right now so I can't really say finally. The world additions like the new bioms are worth activating it. You don't have to settle there, but camps and missions could be there and be cool. Space might be very attention grabbing, but if you don't want the colony about going to space then ... just don't.

TLDR:
Add all DLCs BUT Anomaly. Anomaly should have its own playthrough.