My personal order was to go with the Main Quest, but complete any Side Quest I get along the way, even if it does require me to go elsewhere.
As for DLC's I did them in the end, since I downloaded them after I had finished the main game anyway. However, you don't have to do that, and you get some things from DLC's which may help you during the main quest, so there's no real point in avoiding them, aside from the fact that in most DLC's you actually (or virtually) leave the DC Wasteland, which wouldn't be in character with LW unless the actual story is finished.
As for DLC order, I did;
Broken Steel
Operation Anchorage
The Pitt
Point Lookout
Mothership Zeta