Before I start to play this game, I was wondering - how do the DLCs work? What if I will activate all of them? What if I will activate one particular or 2 of them? What will change?
Will I be able to play the default way without any interference or the DLCs or something will change? I have the G.O.T.Y. edition and I want to get the most from the game. I'm also not the "replay" kind of guy. I play a game one time but I do everything what I can do.
Anyway, how would they work? Will there appear some missions outside the general wasteland (in new map zones) or something else will happen? If so - what?

Please answer as detailed as you can. I'm eager to play this game!

You know how mods work, right? That's basically how DLCs work, only they're made by the company itself, therefore use more advanced techniques to do stuff.

Activating all of them, then downloading and activating http://www.fallout3nexus.com/downloads/file.php?id=8416 is my recommended strategy. The refurbisher will make the "blurb" that the game gives you upon starting simply not happen, and the DLCs will fade away into the background until you encounter them in game.

Zeta adds a bit of spice to an already existing location in the DC Wasteland, and many many interior cells to explore.

The Pitt adds a new small worldspace (small horizontally, but stacked vertically), along with quests.

Point Lookout adds another small worldspace, this time accessed by boat. Lots of cool stuff there.

Operation Anchorage adds a "virtual" worldspace, where you are the lead in a computer simulation of a war. Also adds some objects that you can take home with you.

The only DLC that modifies the Wasteland in any signifigant way is Broken Steel, which lets you continue on after the main quest is over. Super-highly recommended if you don't like any of the other DLCs because the game doesn't "end" any more.

But I have to say, if you're not the "Replay" kind of guy you may be in for a change of world-view. Fallout 3 offers so much stuff, and the mods out there are so vast, that you guaranteed will not be able to do everything in one play. This is a game that could easilly take a year to play through all of the different ways to beat it, find all the quests that could be done, and ultimately get borded of.

I just bought the GOTY as well a couple months back, and this about as detailed as I can be.

In F3 for the most part is completely open world, you can do whatever missions, whenever you want aside from the main story which those missions have to be done in order. As far as the DLC goes, after you install it and start up your game and get out into the world. You'll get some messages appears stating some stuff has happened as those locations. Now you can actually ignore them and never play them if you want, or you can go to any of those locations, in any order and beat them except for the brotherhood of steel one which must be done after the main story.

So pretty much if you wanna play the alien one, go to the location and start it up, wanna save it for later, go ahead. This is one of those games that really comes about as close as you can get to a completely free game. You can explore and level completly up before you even start doing the main quests, however the main story is pretty short so I recommend exploring around as much as possible in between main missions, or you'll get to the end and realize there's still 40 hrs of side stuff to do with no main story parts to interrupt them. This game is huge though especially the GOTY edition I have around 150hrs in it, but I like to do everything possible and in this game there is a lot to do everywhere.

At the main menu you can choose which of your installed DLC you want to activate at the time, which they can be activated anytime, I saved them for right before my very last quest, wish I hadn't so I coulda spread them out, but reaching top level is easy, so i wanted to save the level cap increase for as late as possible to give me something to accomplish so to say.

Also as far as the difficulty goes, the harder the difficulty, the quicker you level up. There's no achievements for harder difficulties, so I suggest starting at normal, then raising it up to hard or very hard after you've reached max level so you don't get there too fast.

Interesting, seems like the kind of game I like!
I loved Fallout 1 and Fallout 2, especially the second part. The Point Lookout reminded me how we used to go to the last boss' level in F2... Eh, old good times.
Anyway, back to the topic... So basically if I activate them, nothing will happen except maybe some new items until I reach the locations... Which means that I will just get a bigger world to explore and do more side missions along the way? Sounds neat!
As for DLC Regurbisher - I rather not doing that, I've a Steam version. I've read that somebody was banned for modding something on CoD, I'm not a big risk taker with my finances...

Thank you for advices and very detailed answers!

Oh, I have another question: how will GFWL react if I will reinstall Windows and I have a Steamed version of the game? I heard that it deletes your save games or achievements. (Maybe I shouldn't ask a second question in the same thread, and maybe I should ask in Steam forums. So I will do that if I won't get an answer in an hour or two)

What? You will not get banned for modding your copy of Fallout 3, Steam version or not. You don't have to worry about that whatsoever.

They add new radio signals and new locations (some to the normal gameworld) but that's it.

Call of Duty is a multiplayer game, "modding" is not okay it's considered cheating because you are making yourself different than others and it is destructive to game balance.

Fallout 3 is a Bethesda Softworks game, a company known for making games that are open free, EXTREMELY mod friendly, and most importantly, single player. Bethesda would never allow Steam publishing for their games if their user base would be banned for modding them. Come on now, it's not like you're playing on an X-Box. It's your game, your computer, do with it what YOU want to do!

Who's with me?!

Plus the DLCs are already mods, just gamesas published ones.

CoD has got mods too; Especially MW2 and BO.
Anyway, good point about MP/SP correlation, makes sense. F3 doesn't have that...