I wouldn't call any of the dlc essential, but if you really love the ME universe, then you'll buy them all eventually.
Zaeed's mission isn't all that great, but it'll net you the heavy weapon firestorm (a flamethrower) and Robin Sachs is/was/forever shall be awesome.
Arrival bridges the gap between the end of ME2 and the beginning of ME3 and explains why Shep is on Earth in the last game. It also changes a few lines of dialogue, if you've completed it.
Lair of the Shadow Broker and Kasumi. I loved those. Your mileage may vary.
Firewalker introduces the Hammerhead hover vehicle, has 5 missions and is a fairly enjoyable story. (but the armor is tissue paper.)
Overlord assumes you already have the Hammerhead and is your vehicle during that dlc. But, the story is fantastic and the soundtrack is worth downloading by itself.
The Normandy Crash Site is just Shep alone wandering around the wreckage of the original Normandy, having flashbacks and collecting ID tags. (The ID tags are the names of the people on the memorial wall on Deck 3 on the Normandy in ME3) The music here is from the Collector ship, it's haunting and I love it to pieces.
From Ashes is a good part of the main story that should have been included in the base game and gives you a squad member who is basically a d-bag. But, a funny one.
Leviathan explains the back story of the Reapers, has some decent combat and an interesting section entirely underwater.
Whether or not you like Omega depends on how well you like Aria T'Loak. I loved her, so I enjoyed it quite a bit.
Citadel is both an old school scifi romp and a nice sendoff for the fans. Some think the humor is too silly, I thought it was great and it's my favorite dlc.
Just my two cents. Welcome to the Mass Effect Universe!