For me, I've found that SNB (Sims National Bank) mods have improved my gameplay. They allow you to open bank accounts for your sims and if coupled with SimCityLoans and LittleMsSam's ATM mod, you get quite a few new financial options for the sims. I do get quite nerdy with my save, so this might not necessarily be your cup of tea.
A lot does depend on what you want improved. I use Road To Fame, Road To Romance and Passionate Romance a lot and they've all improved gameplay in various ways. I use Slice of Life and Meaningful Stories to enhance what's already there but the rest of my major mods add completely new features.