I liked all New Vegas DLC, really. Even Lonesome Road which many people don't seem to like because it's more combat focused than the rest.
a good second would be Lonesome Road
I liked Lonesome road too. I didn't particularly like having all the morality force fed to me, but the combat was fun and there was a good deal of cool equipment to be had.
Yep, me too... loved it, but found Dead Money best
Also Shivering Isles.... and I really liked Undead Nightmare => RDR
Edit Ps: i just bought GTA 4 & DLCs just to play the DLCs... and also the main game, but that's not why i bought it.