I have recently finished all the DLC's for New Vegas, i rate them in this order Dead Money > Old World Blues > Lonesome Road > Honest Hearts.
Dead Money was the only one that stood out for me, with the unique game-play and interesting characters in the story.
I am going to play FO3 DLC at some point down the line, iv only finished the main game for it. Is the DLC better than New Vegas? The Alien ship one looks interesting.
The alien ship one is fun