My one knock on Elder Scrolls (heck, and Fallout as well) DLC is the way it gets unceremoniously dumped on you right as you leave the starting area. My request for Skyrim DLC is that you build in a player option to have the DLC readily available like that or built into the world organically so that players can discover it the same way they would discover any other location or quest.
As an example, in Oblivion, it would have been much cooler to round a corner on Gnoll Mountain and discover this awesome wizard's tower instead of knowing it was there all along.