There's been about four threads that have this info in it, but I'll give a quick and dirty version.
Inca:
Free roads on hills, half priced roads elsewhere, no movement penalty on hills
Slinger - archer unit with promotion that gives it an 80% chance of withdrawing when attacked (but they're more likely to die when attacked).
Terrace - unique tile improvement. Built on hills. Honestly can't remember what is does.
Spain:
Bonuses to discovering and working natural wonders (apparently 500 gold for being the first to discover one).
Tercio - Musket unit, slightly stronger, plus +100% against mounted
Conquistador - Knight unit that also doubles as a settler.
You don't need to buy the DLC in order to get the Natural Wonders, they're in the patch.