I have every mini-expansion except for the big box ones (which I'm hoping to get in the near future) and the Halflings (which I've ordered, but are delayed due to the Chinese coronavirus.) Here are the mini expansions my wife and I enjoy the most:
Our absolute favorites: The Festival and the Phantom. We use these every single game we play. Official copies of the Phantom aren't being made anymore, but since the pieces are just molded plastic, 3rd party manufacturers have started selling them. I think I got mine on Etsy. The Festival is great for two reasons. First, it has some great tile pieces with road and city patterns that aren't in the base game, allowing you to complete things that would normally be impossible. Second, the Festival tiles allow you to take back meeples that are stuck, which can be very helpful.
Other mini-expansions that we really like include the Fruit-bearing Trees, the Watchtowers, the German Castles, and the German monasteries/Japanese buildings. (By the way, for those looking to get the Japanese buildings, they come packed in with the Japanese version of the base game.)
Honestly though, I recommend getting them all, as they are all great and I think you will probably save money for shipping rather than buying them separately. I bought most of my mini-expansions from Cundco all at once, and it was a flat 5 Euros for shipping.