Shadow Broker: Mandatory. Arguably advances the main story plot more than ME2 actually does. Unless something goes really wrong, should have major ramifications on ME3.
Overlord: Optional, but highly recommended. Some people prefer this to Shadow Broker based on the gameplay. In many ways, it harkens back to the ME1 sidequest structure by combining vehicle segments with on-foot segments. Has a nice self-contained story to it.
Kasumi: Optional, but recommended for those who have not yet completed the game. Kasumi as a character is extremely useful, the mission is pretty fun, it gets you a new suit of casual clothes, and the SMG gained is also really good. That being said, if you've already beaten the game, both Kasumi and the SMG aren't going to do you much good.
Firepower: Optional, but recommended if it doesn't break the bank and you haven't beaten the game. The weapons contained in this pack are the best of the DLC weapons, IMO. The rifle is really nice, as is the heavy pistol. Plus, they both have a very different feel from the other weapons in their categories (the pistol shifts to a laser sight as opposed to a crosshair, for instance). However, as this pack doesn't add any new missions or gameplay, it can be passed over if the cost scares you away, or if you've beaten the game.
Everything else: Avoid. The appearance packs all make the characters look goofy, and the rest of the weapons aren't super useful. If you really, really love the game and have money coming out of your ears, sure, go for it, but otherwise you could easily skip over all this nonsense.