The DLC's are okay. Death or Dishonor is better than the first one, but you'll still need the first one for the best Experience, they're also a bit pricey. Paradox's DLC-Madnees again.
Hearts of Iron 4 isn't really worth buying without the DLC'S. You'll get bored without around 100 Hours.
But the biggest Pro's are the fantastic Modsupport, the Multiplayer (if you've found a decent Group, random games are most of the Time pretty cancerous) and the friendlyness to new Players (It still has a learning curve!)