Don't try to handle it like a TES game by trying to go wherever you want. If you don't follow the path laid before you, Deathclaws and Cazadores will destroy you. "Destroy" with a capital "DESTROY."
Do the main quest until you get some levels, then you can start roaming. The DLC was originally released in a specific order, and it's a pretty good experience to do them in that order (DM, HH, OWB, LR) but you can do Honest Hearts first, then Dead Money and the others after. HH can be done at fairly low levels (I've done it with a level 1 character).
Also, don't jump to conclusions about any of the factions.