Dunwich Horror isn't an expansion to Arkham Horror; it's an integral part of Arkham Horror.
I have 3 problems with Arkham horror. Sometimes there's no good move to make (which can be especially frustrating if you can't do anything because of one unlucky die roll). The game gets easier after a certain point (closing a certain number of gates). One Great Old One is basically the same as the next. Dunwich solves my problems.
There is always something that can be done with the new expansion. Maybe try that task or mission you've gotten. How about heading to Dunwich to keep the Dunwich Horror under wraps? Or even take insanity or injury instead of losing the critical items and clues you need to seal the next gate. With Dunwich there is a choice between different strategies. Is it better to head to Dunwich? Close a gate? Do that mission?
Gate bursts prevent the feeling of safety given from sealing gates in the original game. Now a sealed gate is just a temporary stop-gap before the Great Old One awakens and everything destroyed. This does make the game harder, but saving the world from eldritch horror should be hard.
Speaking of Great Old Ones the 4 new ones change the dynamic of the game more than the original ones. These aren't like Ithaqua (street locations are slightly more hazardous).
Shudde M'ell destroys buildings forever. No more pat strategies relying on trading monsters at South Church for blessings or newspaper for money. And if there are too many monster surges (from open gates) too many buildings are destroyed and the Great Old One arises and everyone loses. Open gates are a big deal now.
Glaaki's strength lies in his undead servants. Each time one enters play it triggers bad effects for investigators. If all of them enter play Glaaki awakens and go immediately to the end game. It might seem like a good idea to always kill Glaaki's servants, but you don't get a trophy and they just go back on Glaaki so their negative effects hit the investigators when they come back into play. Also Glaaki's attack raises the terror level. If you ignore terror during play (focusing on arming for a fight with Glaaki) then the last fight might end before it begins. Servants enter play when allies die which makes the terror track more important with Glaaki.
The upcoming Kingsport Horror expansion sounds like it will add event more diversity to the end fight with the Great Old One (although, hopefully, it shouldn't come to that). Epic Battles sound like another welcome addition to the game.