Fallout New Vegas dlcs were all good, I was always a big fan of how they tied back into the main story and was not just some goofy standalone like the Bethesda ones often are. (Though they are fun as well.)
Dead Money — great story, awful environments and full of insta kill annoyances.
Honest Hearts — always liked this one, gets to meet a legendary dude and some iconic awesome gear in here as well.
Old World Blues — the craziest of the bunch. Needs to be experienced.
Lonesome Road — a little short and linear, great environs, EDE is great and the character you meet is very interesting as well.
Every dlc neatly ties into the main game. Some even had little unmarked quests, give a certain person a holotape from someone in a dlc etc. Love that attention to detail and the red thread through it all.