So far, I only got OWB and I loved every single detail of it. Are the other DLCs worth my money?
Lonesome Road is scheduled for my next week's M$ points spending. But how about HH and DM?
Don't get Lonesome Road next, and get all. Lonesome Road is best for last. If you're dying for Lonesome Road, at LEAST get Dead Money first, then you'll want Lonesome Road.
They're all worth it in their own way. Dead Money is just an intense survival-horror with puzzle-solving and a really nice story, Honest Hearts you WILL hate the first time you do it because it seems disappointing (and it has one of those endings where you feel you screwed up no matter what you choose), but it's fun to repeat in future playthroughs. Dead Money, the first playthrough is amazing, but after that you'll find yourself rushing through and skipping dialog because it's like trying to read the same book twice: you've seen it all before.
But yeah, they're all top-notch quality. Each is unique in it's own way, too, so don't expect the gameplay and weapon style of one DLC to work in the next. Be ready to adapt to each, but that adds to the fun of the challenge.