since I got the game of the year addition. I was wondering about what level should I do each dlc at?

Considering the levelled aspect of oblivion, it really doesnt matter.....if you want the best rewards 30+, but most play most fun in the range of lvl15-20

I would enter Shivering Isles at around level 23 for all the best equipment.

ok thanks. Umm do you get any leveled equipment for the castle one?

There aren't that many DLCs where level matters anyway, most are just house mods that give you a cool place to live. The only ones where it matters is Shivering Isles and Knights of the Nine.