]I'd actually second the GRA, for the price it gives you some hilariously fun toys to play with.
On the content DLCs, I'd actually rate Dead Money above Lonesome Road.
Old World Blues is indisputably the best. It's an open zone, that can get a bit hectic at high levels. But it's saturated in MAD SCIENCE, and is easily one of the best DLC I've ever seen for a game.
Dead Money is a survival horror side trip. If you miss games like System Shock 2, and modern survival horror just insult you, then it's probably worth taking a look at. It is by no means perfect, but for what it is, it's actually pretty good. It's also merciless. That said, if you don't like survival horror, avoid it like the plague.
Lonesome Road is a lot of fun, unfortunately it's also one long linear dungeon crawl with some of the toughest enemies in the game. It's worth doing, for the loot, and the story, but to an extent it fails the overall focus of the game.
Honest Hearts is Another open romp. It's not bad, but honestly, there isn't much to recommend it. Everything works, but nothing works especially well. It's been accused of being a prolonged fetch quest, and that actually isn't a terribly inaccurate description. Also, while there's a lot of neat things hidden away for you to find, it lacks the feel Old World Blues has of loads and loads of places to explore.