At which point in the story is it best to do the DLCs (Fallen Steel obviously has to be done after the main quest)? Operation Anchorage and Point Lookout seems to fit best with doing them towards the end of the main quest, but what about Pitt and Mothership Zeta?

Operation Anchorage,The Pitt, and Mothership Zeta can be done at any time in a Playthrough.

Operation Anchorage does give Our character Power Armor Training without having to begin the Main Quest.

The Pitt can be done at anytime, and does have Choices with Consequences.

IMO Mothership Zeta is a mid game DLC that should be held off for a while, but can be done after leaving the Vault.

Chronologically, Point Lookout should probably be done after your first meeting with Elder Lyons. Otherwise, *ahem* in a certain mission, you'll see a certain old man you've never met before floating in a lagoon.

Yes, that was kind of my reasoning for Op Anchorage too (meeting the outcasts will make more sense after having met the "regular" BoS)

I usually meet the outcast before I meet the BoS since they are not that far from Megaton.