You have everything http://www.uesp.net/wiki/Skyrim:Official_Add-ons. As internet people like to say "google is your friend".
In general, Dawnguard is basically a guild addon, you get to choose between being a vampire or a vampire slayer. Some weapons, creatures and "dungeons" are added, and couple of non-guild related quests are added as well
Dragonborn is a bigger landmass mod introducing Solstheim (Solstheim was also introduced in Morrowind's Bloodmoon DLC), adds a bigger storyline of it's own that connects with Skyrim's own main story, and adds several new things aside from the island, several new armors, spells, creatures and much more.
Heartifre offers little compared to above addons, it's basically a roleplaying, house mod. Main things it adds is purchasable plots of land where you get to build a giant mannor in any way you see fit, you control what the house will have, from smithy, storage rooms, bedrooms, little wizard towers etc. There are 3 plots of land you can buy and build your home on. You can also adopt children, hire bards, have your own carriage, and more.
Once you start playing have in mind that for Heartfire you need to do quests to be able to buy the plots, and quests are bound to your level, so you won't be able to get to your first mannor until you're level 9. Similarly, you wno't hear about the Dawnguard before certain level as well, and Dragonborn's main quest won't start til you do a bit of progress in Skyrim's vanilla main quest (but other than that, you can actually travel to Solstheim as soon as you want to and get items and do side quests). Just to prevent confusion, as I've seen people asking how to "start" these expansions.