I personally would say that The Pitt is the best one.
Operation Anchorage is good, and gives you a unique way of playing, and some really nice items (Gauss Rifle and Chinese Stealth Suit (It's like having a permanent Stealth Boy on, while crouching, but not as effective) Unfortuantely though, once you've played the simulation through, you can't go back. (You also cannot leave, once starting it, unless you load an older saver)
Point Lookout is a rather bad one, IMO. It gives you a couple of interesting new weapons, but they're pretty much just variants on ones allready in the game. (Double barreled shotgun is pretty much the same as the Sawn-Off. Lever-Action Rifle, is pretty much the same as the Lincolns Repeater) The Add-On offers a large free-roam map. It also gives you a couple of good quests. Luckily you can go back to Point-Lookout at any time during the Add-On, before and after you've completed the Main Quest.
The Pitt gives you an extremely interesting game. Some really good weapons and Armours (Auto-Axe, Tribal Power Armour...) The Pitt also gives you a very interesting Main Quest, and some others. You also get to go back to the Pitt (Once you've completed the Main Quest) There's also a very handy way of getting extra ammuntion in the Pitt (Which I'll leave for you to see, incase you wish to get the Pitt) The Pitt also has a very interesting atmosphere to it, as it's based around Slavers.
I don't know if you're able to for the computer, but I brought 2 2-in-1 CD's Add-On for my Xbox version. The first one was Broken Steel and Point Lookout, and the second one was Operation Anchorage and The Pitt.
Those were about £15 each, for the Xbox 360.