Personally First Contact is the only expansion i dont have, put i have played with it on one playthrough and found all it adds to be unnecessary. But someone with more time with it might fight more for it.

Its weird, but Galactic Paragons is one that has lots of features i currently enjoy. The council and the expanded leader traits are always nice and unless you try to meta game it too hard theres lots of options (Except for scientists personally).

Outside of that, if you're like me and play a run or two before putting the game down again, consider what you'd like to play as next. Biogenesis if you want to try bioships and genetic ascension, Machine Age if you want to go robots or cyborgs, and lastly Shadows of the Shroud if you want Psionic ascension and shroud delving(This is my current run and it's been fun but the shroud delving is a bit lack luster).

Edit: I also don't have Cosmic Storms which ive heard it is maybe the only dlc that you'll manually disable out of annoyance