Looking to start a new skyrim game, have never played Dawnguard or Hearthfire but I've just bought them.

Should I start my new game with the DLC installed or install them later on in the game?

Just start with them. There isn't much that changes until you specifically go to do the Dawnguard quests

unless you want to have vampires attacking your cities when you reach level 10 then install Dawnguard later on because they won't stop until you finish that quest