I liked them all, but if I were to rank them...
1) Old World Blues: Lots of content, very funny, has many callbacks to main game/other DLC stuff, coolest loot.
2) Honest Hearts: Beautiful new area. Short quest line, but has some great environmental storytelling. You meet the Burned Man, who is an interesting character. And you get my favorite pistol in the game. I think people like me (who love the survival aspect of the game) are more likely to enjoy Honest Hearts, as it has gotten a very mixed reaction. It's very close to Old World Blues for me, though.
3) Lonesome Road: It closes out one of the stories that was hinted at some in the main game and was foreshadowed heavily in all the DLC. It's linear, but the environment is unique as it is a completely destroyed city. Has some tough fights. It can be hard even for level 50 characters.
4) Dead Money: I didn't like this one my first time through. But it grew on me the next time. The story is great, but there are several new gameplay elements that are tedious and can frustrate you.
5) Gun Runner's Arsenal: It's just weapons. Most of them are fun to use, though (especially some of the unarmed ones like the Two-Step Goodbye).
6) Courier's Stash: Gives you all the pre-order bonus items at the start of the game. It's useful, and actually pretty overpowered for the beginning of New Vegas. Take it or leave it.