1. Awakening (yeah technically this is DLC that's also available in disk form.) Full sized 15-20 hour expansion for Dragon Age. Takes place right after the events of Origins. You can import your Origins character if they survived (preferred option) or you can bring in a kinda blank standard Warden from Orlais. You get a whole new cast of characters to fight with, although there are 3-4 that make at least an appearance, and maybe more, from Origins.
Best choice is to get the disk as it's a physical media, it's more likely to go on sale. Cheapest prices now are $33 shipped at Amazon or $33 at TRU, although it's officially on clearance (for 360) at TRU so it might drop a bit more. Joe will back me up on this, I would NOT play it until the new, and most likely, final patch comes out for Dragon Age (released on PC Monday, in certification for the consoles) as it fixes a TON of bugs in Awakening. 8 achievements for 250g
2. Warden's Keep
If you play DA at all, you'll start learning the pain of destroying loot because your backpack is full. You can buy more backpack space from certain vendors (6 are available throughout the game for about 6 gold each) but you'll want somewhere to store really powerful stuff you can get early on that you can't wear yet.
That's where this comes in. Once you beat it you get a chest with unlimited space you can store whatever you want in there. You can also get a really good warrior armor set if certain conditions are met, and you can get the most powerful sword (either one-handed or two-handed) in the game forged by the new armorsmith who appears there after completion if you got the Superman inspired meteor rock from a random encounter while traveling between areas.
$7 for 50g, storage chest, new vendors, ability to unlock the strongest sword in the game and a decent armor set for warriors (25 of that 50g is an optional moral choice near the end of the DLC.)
3. (tie) The Stone Prisoner and Leiliana's Song
This is a tie because while Leiliana's Song is the best of the DLC that's not Awakening, The Stone Prisoner is where you can get the golem Shale, who can be the best tank warrior in the game and might be needed if you're playing as a rogue or Mage so you have a 2nd warrior (and gives you options if you don't like one of the other 3 warriors or you miss the one that's missable.)
Stone Prisoner was free in all new copies of Dragon Age, but costs $15 if you bought used. Shale isn't worth $15 IMO as this DLC is one of the shorter ones.
Leiliana's Song is an awesome one IMO. You play as Leiliana as she tells her backstory of running with lover and Orlesian bard mentor Margelline. About 5-6 hours long and has pretty good pacing throughout. If you search around carefully, you'll find 6 pieces of a special leather armor that is the best rogue leather armor in the game and it will work in Origins or Awakening.
Tip on the armor: You should have 5 pieces by the time you wake up in the Chantry after busting out of prison and meet the Orlesian chantry mother who we assume is the one who converts Leiliana to the Chantry. DO NOT LEAVE THE CHANTRY. The sixth piece of the armor is in the desk behind where you wake up.
Stone Prisoner free (new copy) or $15 for new character and 50g (25 when you beat it, 25 if you complete Shale's personal quest)
Leiliana's Song $7 for 100g and the possibility of getting the best rogue leather armor in the game (25g just for beating it, 50g for getting the armor, and 25g for an optional quest near the beginning that's REALLY easy to miss/mess up.)
5. Return to Ostagar
This was the first DLC to be released post-release as Stone Prisoner and Warden's Keep were available at launch (Bioware says it's because EA delayed the game from a summer to fall release.) It had tons of bugs and had to be taken down once or twice but it's up and running now.
One of the major events at the beginning of the game, no matter which origin story you choose, are the events that lead (not through your actions) to the fall of Ostagar and King Cailan. In this DLC, you find another survivor who gives you a key that Cailan wanted the Grey Wardens to have if he were to fall.
This is the shortest DLC and is kinda throwaway. Not much voice work and just fights with some darkspawn as you search for King Cailan's armor and documents. In addition to Cailan's armor/shield/sword (really good Warrior set) you also get Duncan's Sword and Dagger, great for any Rogue.
$5 for 25g (just beat it to get the 1 achievement,) great Warrior sword/shield/armor, great Rogue weapon set
6. The Darkspawn Chronicles
Like Leiliana's Song this is seperate from the main game and is a what-if scenario. Your usual main character dies during the Joining and now Allistair commands the Grey Wardens instead of you. You control the darkspawn and command them to take down Ostagar and the Grey Wardens and in turn conquer Ferelden for the Archdemon.
I don't really like the concept for this DLC and it's throwaway in terms of the story. This is why I didn't buy it and probably won't get it. Plus you only get a sword that will work in Origins or Awakening, but it's just not worth it IMO. There's much better stuff out there.
$5 for 75g (25 for beating it, 50 for two optional objectives) and a sword
I would HIGHLY advise doing all the DLC missions once the events in Lothering pass and the game opens up for you. With Warden's Keep being at the top of the priority list (unless you do Leiliana's Song before you start the main game.)