There are various options to choose from: The Bundle options include all the optional word lists and WordWeb Pro, the Pro options include the Professional Grid Filler.
See What's New for details of new features. You can use old add-on word lists and dictionaries with the new version, but the additional word lists and WordWeb Pro have been significantly updated in late 2015.
If you have Crossword Compiler installed use the Download Updates item on the Help menu to open your customized users page. This will give you a link to simple upgrade page showing with your best personalized upgrade options. Alternatively see Which upgrade should I get?
There are two large lists of place names in the UK (37 000) and US (16 000), plus the following (separate) lists containing place names and geographical features (rivers, hills, regions, etc) from all over the world:
If you order online you do not need to download them all!
English word lists for British, American, Canadian and Australian English.