Only ones I've played are all the DLCs for Oblivion, Fallout 3 & Fallout: New Vegas.
Of those, Old World Blues was, subjectively, the best. I say that because due to the scope of F:NV, you often lose track of the plot, finding yourself wandering through the radioactive wasteland, shooting things just to distract yourself from the monotone colour scheme. Old World Blues focuses your interest on a densely populated area full of new guns, enemies and that dry wit that had almost evaporated from my standard game by this point. That, or maybe I just liked OWB more than the other two NV DLCs because I like lasers, and sci-fi stuff - I was completted to explore every nook and cranny of Big Mt before continuing on to the final quest, which is about as far from my Honest Hearts playthrough as you can get. And whereas I enjoyed the characters in Dead Money, ultimately the setting and missions were too oppressive, and linear.
Fallout 3 DLCs were all good, though Broken Steel enhanced the core gameplay, so was my personal favourite.
Of the Oblivion DLCs (which may yet get another playthrough before Skyrim comes out), Shivering Isles was easily the most enjoyable - it was less a "modern" DLC and more a full-on oldschool expansion. The rest of the DLCs were sadly short and limited in scope - an extension to the guild quests would have been far better - something like a 40% extension to the mages, fighters, thieves and assasins stories could have probably been sold for $5-$10 instead of the $2 DLCs offering a tower/lair/stronghold/crypt.
