We have a couple of threads for Dead Money in the DLC section: http://www.gamesas.com/index.php?/topic/1174284-dead-money-dlc-pros-and-cons/
http://www.gamesas.com/index.php?/topic/1175930-dead-money-is-a-bit-awkward/
Or you could always use these forums: http://www.gamesas.com/index.php?/forum/124-fallout-new-vegas-dlc-general-discussion/
http://www.gamesas.com/index.php?/forum/125-fallout-new-vegas-dlc-cheats-hints-and-spoilers/
Aaaanyway.
It's gameplay is challenging to say the least, and it's very storydriven, don't worry, there's still stuff to shoot at if that's your preference, but dialogue is very important in this one.
It's very survival oriented: You have an exploding collar put on your neck, and if you go to near radios it can blow, if you kill teammates it can blow, and if you don't do what Elijah says it can blow.
It also has more emphasis on using supplies wisely due to the deathgas floating around.
It's story:
You are gassed in a bunker and brought to the legendary Sierra Madre, waking up in the villa you get to speak with Elijah who was the one who ordered for your capture, he tells you that unless you want to be one head shorter you're going to listen to what he says and help him get into the casino.
During the story you will have to find three (four) other captures and use them/help them in order to get into the casino.
It has a +5 level cap and it gives a couple of new perks. (none of them are lvl30+ though, they're all around lvl 2 to lvl 10)
If you enjoy a survival atmosphere and a more storydriven DLC then this one is for you.
Just remember one very important note: Listen to what the [censored] Elijah says.
Too many whine about it being too hard or the exploding collar being too irritating and it's cause they either did not listen to Elijah or they don't have patience to search for things that give off a radio-signal.