My thoughts were either KiY or Dunwich. Either way I was thinking I would add key things such as the personal stories, injury/madness and epic battle cards.
I'd not use personal stories yet. They add quite a lot of new micro management to the game that new players probably won't enjoy that much. Injury/madness and epic battle I'd add as well.
As for the expansion - personally I'd use one of the small box expansions except Black Goat. So that would be either the Pharaoh or the King in Yellow.
I know I am in the minority here, but I prefer the Ancient Egypt theme over the theatrical play, so the choice would be clear. Also it has the fewest additional rules I think.