There really is only one good piece of DLC for New Vegas, Old World Blues.
Dead Money was too limited in what you were allowed to do, and it imposed an un-natural difficulty scale by separating you from not only your equipment and followers, but also your money and healing items. It also limited your ammo and provided almost infinitely respawning enemies that had to be dismembered in order to be permanently killed. It limited you to a small area for the entirety of the DLC, you couldn't leave. A good chunk of the DLC was also covered in poison gas, and you were limited a lot of times on where you could go because your collar might blow you up. Then at the end, you're not able to go back and revisit the content of the DLC. Poorly designed and poorly executed.
Honest Hearts was decent, but rather boring. I don't even remember the final encounter.
Lonesome road was the definition of linear. It was all point A to point B, no deviation and the only choice you could make comes at the very end with no real impact on anything.
Old World Blues offered a pretty big new chunk of content, and awesome new base of operations with lots of nice gadgets to play with. The story was cool, and had loads and loads of dark comedy. It stripped you of your companions, but it didn't have any dramatic impact on the difficulty of the content. It also introduced one of the most awesome hand to hand weapons in the game.