It's been said already but Secret Armory of General Knoxx is probably the best DLC out for ANY game in my book. It had a LOT of content (10+ hours) and was absolutely HILARIOUS. I loved Borderlands, but the General Knoxx DLC is arguably better than the entire rest of the game.
Point Lookout for FO3, DA: Awakenings, and Lair of the Shadow Broker can get runners-up in this case as they were all excellent also.
I also really LOVE "The Writer" DLC for Alan Wake, but since I'm one of the 4 or 5 people that even bought the game, let alone the DLC, I don't expect that to rank very high on many people's lists. Walking through that swirling, rotating level of crazy upside-down rooms and giant typewriter buttons was just AWESOME...