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The most important mod would be Colonial Charter. It can't be compared with any other mod. It adds a ton of new buildings, new jobs, new resources, new crops, new animals, new starting conditions... It's really the best if you've gotten bored with the main game.
There's one called Medieval something by Red Ketchup (I think?) that also adds more buildings than most mods, although it's nothing compared with CC.
Most other mods just make minor modifications to the game. I like the one that lets you destroy the cemeteries and remove the tombstones, and the one (or ones - there are several) that modify the aging of the citizens (making it so that they really age 1 year in 1 year of game - that means a slow start though).