Sazh: I adore the little chocobos, so even though running after them can be repetitive and boring, I like this part of the DLC. There's also something to learn about Chocolina here. The reason I love this DLC though is because I love Texas Hold'em. If I'm bored of fighting, I go back to the Poker table to earn some Coins. On my last PT I had over 600,000 of them. If you complete the DLC you get Sazh's crystal and he's a great SYN, so I'd recommend getting this one.
Omega: Easy fight, don't bother unless you want to try to get Omega, he's a great COM although there are other COMs I prefer over him because I find him a bit dull to use.
Lightning & Amodar: Mandatory, as you'd definitely want Lightning as a RAV. I got Amodar on my latest PT but I haven't tried using him yet.
Ultros & Typhoon: Fairly easy once you know how to take them down. I haven't tried using any of them in my party - afaik you can recruit them both? I wouldn't spend my cash on this one though if I only could pick a few.
PuPu: I wouldn't really bother. The battle is an annoying Neochu copy. PuPu might be worth recruiting though, I don't know.
Snow: A must. Cute cutscene, the fight itself is all about timing and not messing up, I enjoy it every time I do it. Snow is also a great SEN to recruit, especially if you get him early. I was way underleveled when I got him the first time (the fight took me 34 minutes!) and needless to say he pulled me through a lot of the other DLC fights. He's the best tank you'll ever get.
Nabaat: A fun and challenging fight you need to plan out. One of my favorite fights of the DLC's. I got her crystal during my first PT but I haven't gotten around to infusing and leveling her yet, which I think you'll have to do for her to be any better than Serah at SABing. She was pretty crap when I tried using her without any leveling.
Gilgamesh: If you want to repeatedly feel the urge to throw your controller at the TV, then this is the fight for you. I haven't been able to beat him yet.
Valdofr: lvl 99 Valdofr is supposed to be the toughest boss of them all. I've only beaten him at lvl 1. I guess that makes him good value for money as you get to fight him 5 times or something.
ValkyrieLightning: A great introduction to the "Lightning solo" concept. I found the battles to be interesting enough to keep me entertained. It is Caius vs Lightning after all, and I like both characters. Beating Caius I've found to be all about timing, as you can interrupt him. You need to use the Triangle button a lot to plan out how many ATB units you want to spend. The last few fights can be a challenge but they're doable, and as a reward you get COM!Light which is a really powerful COM and possibly will end up being the only COM you'll ever use.
I guess that's Sazh, Snow, RAVLightning, Nabaat, COMLightning. And Gilgamesh if you're a masochist.