To go in order of most liked to least liked:
Old World Blues/Lonesome Road (Old World Blues keeps that tongue-in-cheek humor that really strikes well with me that I wish the series would continue to do. It's a nice introduction to some of the weird loving themes that get covered in Fallout and just a damn good DLC expack to play in. Also, best radio in the game in my opinion. Lonesome Road felt like an appropriate DLC expack to leave off on, it's kinda like how I felt when playing Nuka-World and Far Harbor for the first time. The darker themes of Lonesome Road sink in a lot easier when it's the finale, not what you start off with. Not only that, but the atmosphere and story that follows genuinely kept me interested through the entire hike. However, Dead Money does better in the atmosphere department, but in a different way, a way that I'll get into.)
Dead Money (This is the story of greed. It strikes the nail on the head pretty well and introduces more action while story takes a well needed back seat. It's got some really tense moments due to the ominous atmosphere, and I remember just being afraid of getting into combat knowing that if I didn't spoil myself with the bloody mess perk, I'd be stuff out of luck. Wish it had a few more kinks worked out in the actual Sierra Madre part, keeping things interesting as your entire party gets forgeted rather than just having a few skirmishes in-between the setup phase.)
Gun Runners Arsenal (Rooty tooty more points and shooties.)
Honest Hearts (I genuinely find this to be the shortest and most boring DLC included. Maybe it's because I found the survival skill to be pointless after level 15. There's a lot of crafting and cooking recipes to find, but I just didn't really care to do any of that stuff. I wasn't also too into the whole neo-native american tribal conflict thing, but if you're into that you might be into this. Also Joshua was the only thing that redeemed the expack in my opinion.)
I basically play the DLC expacks like this:
OWB -> Dead Money -> Lonesome Road
If I get bored or run out of things to do, I just complete Honest Hearts