I like the old gods, it allows you to "raid" other counties that are a different religion than your own (great way to make money and gain prisoners). But you can easily get stormed over by another religious war if you raid the wrong people. And you have to worry about being raided as well if you're a non-pagan ruler.
The one thing I like about the Old Gods the most, is that almost all (except trade republics) start out with 0, 0, 0 for culture/military/economic technologies. If you are a pagan ruler however, you're stuck at Gavelkind succession (which splits your holdings among your male sons). Only way to change succession law is to form a kingdom and reform your religion (requires holding 3 out of your religions' 5 holy sites).
My favorite paid DLC is Ruler Designer. It's very nice being able to design your ruler's attributes.
My favorite "Free" DLC is A Game of Thrones mod. It's really great, the only downside is that there's no technology/research (which isn't terrible per-say, but making money to spend on upgrading a holding or creating a new holding in a county is the only way to really improve your holdings and distinguish as more powerful than any other county).
