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Probably depends on your personal preferences and perhaps if you want to decide by the unique content for tags or the (minor) overall gameplay additions.

If you like to play (greek) minor tags with a unique feature (like Merc States for Syracuse), then MG; if you are Diadochi fan and out for mission trees, HoA.
On the general gameplay side, MG adds Deification, while HoA comes with the Wonders.

Or simply get both... :)
 
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AFAIK Magna Graecia is the only DLC that adds an actual mechanic: Apotheosis (Deification).

HOA adds the wonder designer though, which is cool.

That said, the value of the DLC comes from the country specific mission and assets, so really you should decide which one you want to play:
MG for Sparta, Athens, Syracuse and the Greek minors
HOA for the Diadochi (Thrace, Egypt, Antigonids and Seleucids)