I bought Din's Curse years ago off...Greenmangaming? Maybe, not sure. Anyway I was wondering if I could buy the expansion on GOG and apply it to the base game I already own or does the GOG version require the GOG base game?

Yup, you'll need to own it here.

Boo. In that case if you know, would you recommend Din + Expansion or Drox + Expansion?

It sort of depends. (I assume since you're asking about Din's Curse that you never played the copy you previously bought?) If you like Diablo-style click-'n'-loot dungeon crawls, but don't care a lick about the thin excuse for a story most of them feature, then DC is for you. I'd actually call it a "roguelite", considering all the dungeon levels, loot, monsters, quests -- even the towns, I think -- are procedurally generated. Huge amounts of replayability. It can get a little old after a while without any overarching goal beyond "save enough towns so you won't have to save any more towns", but I keep going back to it every couple months. The Demon War expansion adds not only a lot of new content like quest types, monsters, items, 1 new class (meaning 3 new skill trees for hybrid characters), etc., but a lot of new options in how you generate each new town. Personally, I'd recommend that, unless you're the sort of player that must have absolutely all optional content owned and installed before ever starting to play the game for the first time, you play the base game for a while (as I said, assuming you haven't already) before installing the expansion, just to get a good feel for things. I played for months without Demon War, despite buying it at the same time as the base game; I basically waited until I was thoroughly bored with it to install the DLC. In my experience, the new events and such greatly decreased how often I was able to save a town when playing with the "normal" town settings, compared to the base game.

I haven't played Drox Operative or Depths of Peril (Soldak's other game sold here), but Depths (which is older than DC) seems to be like Din's Curse with factions and a diplomacy mechanic, but taking place more in towns and wilderness, with occasional forays into dungeons now and again. From what I've been told, Drox Operative is pretty much a cross between DoP and DC, but in space.

I would try Zombasite. It's pretty good. Still in beta, though.