As for supporting the company, do sales profits go to Beth or Obsidian?
At this point I'm more interested on spending money on full games such as the Witcher 2 and Deus Ex:Human Revolution due to the relative costs. Weighing that up makes me not want to buy overpriced DLC's.
Bethesda, though obviously it looks good for Obsidian as well if Bethesda reviews their sales of each game and New Vegas has a lot of sales. Financially it profits Bethesda but publicity-wise, it's good for Obsidian aswell.
I think the big thing that makes the New Vegas DLCs stand out is that typically, DLC storylines are incredibly limited. For example, look at Fallout 3. Operation Anchorage basically HAD no plot. Mothership Zeta had the most basic, cliche plot when it comes to stories with Aliens. The Pitt had a very basic plot that wasn't fleshed out too much, though a bit better than the others. And Point Lookout, again, has a very simple plot that leaves you going "wait wut."
New Vegas is different. Dead Money will completely change you playstyle for the duration of Dead Money and in the meantime, you're fed one of the best plots in the game. Honest Hearts itself is quite simple (though still more complex than any of the FO3 DLCs) but has a really nice sidestory you can dig up and it still has a purpose, plus it provides you with some of the nicest weapons. Old World Blues is the exception to the rule. That's the one that blatantly says "listen, I have little to no serious plot, so just go have fun with it" and in return, there's plenty of new toys to be had and plenty of exploration to be done. Lonesome Road probably goes over a lot of people's heads as the stories it has are purely philosophical, but it should definitely be saved for last, without spoilers. It's a challenging little DLC that basically tests all you've learned up until now, both skill-wise and moral-wise.
Gun Runners is worth it because the game is incredibly well-balanced, weapon-wise. So much so that you can start a new character, base him around a weapon, use it, and come to find a new way to play the game basically with that new weapon. Gun Runner's just extends the amount of well-balanced weapons for you to play with and explore which is fun in it's own way. As an example: http://www.youtube.com/watch?v=-1ts_TVi-3w
I firmly believe New Vegas is the best written game I've ever played, and perhaps the most well-written game out there. (any others I'm missing?) Aside from tht, it's well-balanced and fun to play. In that sense, I think all it's DLCs are worth it cause you're experiencing more great writing and design.