I think that you should indeed grab all of the DLC"s.
As you are plunging into NV for the second time, I would wait until your Courier is at a higher level before delving into the DLC"s as three of the four have level recomondations that SHOULD be taken very seriously, as going in at a lower lever than the one's the devs recomend is not a good thing, at least from the time's I did such things before learning my lesson.
Play the DLC's in the order they where meant to be played, that is Dead Money, Honest Hearts, Old World Blues, and Lonesome Road, each has its own unique and very interesting story to tell but as a whole will reveal the mysteries of a certain man who turned down the Chip job in Primm, letting what happened to your character at the beginging of the game happen.
One final tip, if you like to do things peacefully make sure that your Speech, Barter (though that is optional) and Science skills are maxed at 100 or close enough that using a skill magazine will get you there (though this will be hardest to do in Dead Money, but sense this is the General Discusion Board I do not think I can say exactly why.)
:fallout: