It is far better to play Creative Assembly games after they have been launched because that eliminates the glitches, adds content and makes the overall game fat better. This is mostly true for Crusader Kings II and Europa Universalis IV. There are tons of updates and expansions available and whenever you play without these the game feels limited. That is why we advise people to buy some, if not all the expansions.
The first expansion was Sword of Islam and the latest expansion is Holy Fury. Crusader Kings II is a character driven game rather than a nation driven one. In short you control characters and their dynasties rather than a set Kingdom. You can choose from hundreds of characters who can be Emperors, Kings, Dukes and Counts.
Here is a guide and a list of what all the dlc does and what date it was launched on, so you can more easily select the expansions that suit you and your Crusader Kings II playstyle
Sword of Islam: (26, June, 2012)
The sword of Islam is the first expansion in Crusader Kings. It’s most notable feature is that you can play as a Muslim ruler, which were previously unavailable. Muslims have a more aggressive playstyle in CK2 because they can take border counties in a war with a cost of 50 peity. They also have the open succession law (which makes your oldest son inherit everything) and practice polygamy (meaning they can have four wives).
Decadence is a major feature for Muslim characters and rulers may become decadent causing them to have overall penalties in income and levies while. If not checked this trait can cause an uprising.
Legacy of Rome: (16, October, 2012)
This dlc adds options for the Byzantine Empire. With added decisions and events for the Byzantine Empire you can re-establish the glory of the Roman Empire with this DLC. It also introduced Retinues for the first time. This is an army that is permanent rather than the levies which are called upon in times of war.
It introduced the faction system for the first time where dukes or counts in your empire or Kingdom could form factions. The goal of the faction is defined by its leader. They may want independence or a lower crown authority. Once the faction is more powerful than the liege lord it will revolt. Its faction effects make managing larger Empires or Kingdoms harder.
Sunset Invasion: (15, November, 2012)
This DLC is about the furthest you can go from history in Crusader Kings II. Instead of the Spanish invasion of Aztec lands in the 16th century the roles have been reversed. Meaning the Aztecs are not just invading Europe but are technologically far more advanced.
It brings with it Aztec culture and religion and lots of disease. It comes with portraits of Aztec characters and also brings aspects of Aztec culture to the forefront including human sacrifices. According to the developers it intends to make the west less safe compared to the east (Where the Mongol invasion occurs).
It allows you to play as the Aztecs too, albeit in an unrealistic environment.
The Republic: (15, January, 2013)
You can play as merchant Republics in this DLC and be the head of a patrician family. Namely the nations of Genoa, Venice and Gotland are added among others. You also have the option of custom-designing your Republics.
You gain access to the embargo and Republic Cassus Beli. New plots and events add to the Republic’s style. It also adds a completely different skin for these Republics.
The Old Gods: (28, May, 2013)
Allows you to start on the date 867 AD when the Norse invasion of England by Ragnar Lodbrok’s progeny was in full swing. You can’t start between the dates 867 and 1066 AD. It adds 5 holy sites to each religion. Gaining control of three of these and a large amount of piety can help you reform your religion. Reformed Pagans can launch major holy wars and hopefully bring back the glory days of the Norse pagans.
Felkyr’s or leaders who are secular and religious heads can be declared if the same ruler has reformed the religion. You can have concubines for your rulers. Pagan lands tend to disintegrate with the death of a ruler because they have only Gavelkind succession and are prime targets of conversion from Abrahamic religions like Christianity. The Norse factions can also raid for loot without declaring war.
For the first time you can play as Pagan Kingdoms and Zoroastrians (the religion of Persia, before Islam). Zoroastrians inspire incest, in fact encourage it, and you can restore Persia to Zoroastrianism with them.
Finally revolts now have a leader and can be lethal.
Sons of Abraham: (18, November, 2013)
You can finally play as a Jew and restore the Kingdom of Israel to its ancient glory. It adds mostly Papal mechanics and Holy Orders, including actions with the pope. You can request the Pope to start crusades and there is a College of Cardinals that elects the Pope.
You can even play as a Muta’zilite Muslim, a secular branch of historical Islam. It adds more than 300 events including events for holy wars (Jihad and Crusades)
Rajas of India: (25, March, 2014)
Allows you to play as a Jain, Buddhist or Hindu leader, Dharmic religions with their origins in modern day India. Each of these three religions has five holy sites. The three religions have their perks and disadvantages though all of them follow the Feudal governance structure. The Hindus have a caste system, Buddhism a learning bonus and Jainism is more stable but does not have the Holy War Cassus Beli. The war elephant, a unit unique to India is introduced.
It has Indian inspired events and decisions including Diwali and tiger hunts. There are character faces and shields specifically designed for these Indian characters. The Indian subcontinent, up to Bengal, is now available with the factions that control its various regions.
Charlemagne: (14, October, 2014)
Its most distinguished feature is the ability to play a new date, 769 AD. Though you can’t play with any date in between 769 AD to 867 AD (From the Old Gods expansion).
You can build custom Kingdoms and Empires. It introduces viceroyalties. Most importantly you can play as Frankish heroes like Charlemagne.
The Zunist religion is introduced here. The patch that came with it introduced Regency and Centralization.
Way of Life: (16, December, 2014)
Gives ten different focuses for your character to choose from. For example your character can aim to be a hunter or theologian, each choice providing him with a relevant skill.
It unlocks events and decisions related to these focuses.
Horse Lords: (14, July, 2015)
Nomadic governance system is introduced in this dlc for the first time. Each nomadic tribe consists of clans and instead of feudal land holders, the clan leaders are your vassals in Nomadic nations. They also have unique succession mechanics where the most prestigious son or brother is the one who inherits the entire Kingdom.
There are newer ways to make money. You can make a state your tributary (meaning it pays you a certain amount of Gold every month) and specific bonuses apply if you control part of the Silk road.
The patch that comes with Horse Lords introduces features like Commanders and the ability to build forts. The map has been enlarged in Horse Lords with lands to the East being unlocked. You can now play as Cumania and Yabguids among other nomadic groups.
Conclave: (2, February, 2016)
From now on your vassals will demand and expect to have council titles. The council members have pre-defined stances, including Loyalist, Pragmatist, Glory Hound, Zealot, or Malcontent.
There are favors which can be used in various ways.
A changed education system is available for children. Unlike before, the educator’s traits no longer hold as much sway over how the child will develop. Adolescents (Age 12-15) have a separate education focus and gain an education trait upon completing his or her education.
Crown authority no more exists but is divided. The rights of women can also be selected now.
The Reapers Due: (25, August, 2016)
Finally, what many users complained about has been addressed. Now there is the constant threat of disease, including the mid/late game black death. You manpower and wealth significantly reduce in those provinces where this menace has passed.
There are new event chains and you can go in seclusion to possibly survive these dangerous ailments.
Monks and Mystics: (7, March, 2017)
New societies are introduced which you can join.
Great treasures, artifacts and Relics can be found and there is an event chain for them. Cults, societies and assassins add depth to the game.
A fourth councilor option is available for each member of your council.
Jade Dragon: (16, November, 2017)
Though it does not offer the player the option to play as China it does introduce a China screen where you can have various dealings and interactions with the Chinese Emperor.
Eight new cassus belis are added in this expansion. Bön pagans, Taoists and Khurmazta are made available. Tibet can also be played.
Holy Fury: (13, November, 2018)
You can generate a random map or a fictional map of Europe in this expansion. Along with The Sunset Invasion this is the farthest you can venture from history.
New portraits for Arabs and French are present.
A new pagan succession law allows the Pagan elder council to have a say in how to divide your land among heirs. A ruler can challenge his brother in battle to unify the realm from a fragmented state.
The Hellenic religion of old can be revived.
Sainthood and coronations are now introduced.
Conclusion: (13, November, 2018)
This is just what you see on the surface. This game has a long list of content. There are Unit packs, Portrait packs and Coat of arms packs to choose as well as music for cultural and religious groups. And more content is still incoming.
I would recommend the Rajas of India (specifically this one as a desi gamer. It is a chance to witness India in its historical infancy), Charlemagne, The Old Gods and Sword of Islam.