There are many great DNN modules.
A few we highly recommend are:
 
Dynamic Registration
Total control over the user signup process.  Create custom forms, execute your own SQL, use the integrated payment processing features to assign user roles, validate USERNAMEs via AJAX and much more.  Very cool.
 
URL Master
Change to friendly URLs that really ARE friendly.  Add keywords into your page URLs for better SEO.  Create 301 redirects for individual pages.  Force visitors (and search bots) to a single domain (i.e., make everyone use the "www" version of your site's URL or vice versa).  One of the single best upgrades for any DNN site.
 
Document Exchange 5 (DMX5)
Drag-and-drop from Windows Explorer directly into the DMX file manager!  File versioning, file and folder moderation, extend user permissions down to the file level (for user groups and even for individual users).  Infinite file and file info presentation options via custom display templates.  Store files locally or remotely via UNC (i.e., can securely store files somewhere besides your web server).  Much more.
 
XMOD by DNNDev
Rock-solid form module for data collection.  From simple feedback / email forms to complex, multi-part tabbed forms.  XMOD is different from other form modules because XMOD does not create a new database table for every new form definition -- an important feature if you plan to create dozens or hundreds of forms over the life of your DNN instance!  Excellent support from the developer and an active community around this module.
 
If you desire your form module to create a new DB table for each new form definition, a great alternative to XMOD is the Dynamic Forms module from DataSprings.  Dynamic Forms offers direct DB access beyond that found in XMOD as well as an easy drag-and-drop form builder option to help you get up and running very quickly.