Kingsport adds the rift threat which is relatively easy to manage, overall. It isn't a bad expansion, but it needs support to emerge as legitimately threatening.
I do not recommend more than six players. I've found that the sweet spot really is right around 4-6 for managing to be threatening without overwhelming or underwhelming.
If you run Innsmouth, I do not recommend using another expansion right away. Innsmouth is HARD. The board is brutal, the encounters are brutal, the GoOs are rude and the heralds are fairly cruel. About the only polite thing involved in it are the investigators, who are very good on the whole.
If using Innsmouth investigators, I generally recommend trimming out the easy base GoOs.
No matter what you decide, I do recommend using Epic Battles. Always better.
On the card expansions: CotDP is, as Alex says, pretty much there. It doesn't really ever do much. The exhibit items are okay and the only really threatening/stand out encounters are the 'Meet the proper GoO on their home turf' Other World Encounters.
King in Yellow is fairly solid and has a fair amount of presence. The amount it threatens varies based on shuffling, but it does its job, even when mingled.
Black Goat is actually a lot meaner than Alex credits it. Although cult membership (and, by extension, corruptions) can be pretty low key, the encounters and such provided can get pretty mean, and the Black Goat itself is not funny.
