#1 Honest Hearts
It was the shortest and easiest of the DLCs but there were three things I liked a lot about it:
First, the story and characters got me immersed. In particular, the four main NPCs (Follows-Chalk, Joshua, Waking Cloud and Daniel) all had great stories that fit really well into the main story, it was all well written and voiced. It felt like you were dealing with real people. Even the short lived caravan crew at the start were funny, sort of a comic relief, I was just glad the slapstick was left at the door and the rest of the story felt down to earth and fit with what was going on.
Second, the environment. What can I say, I am an outdoors person and my character build was a hunter and survivalist so it worked perfect. The Animal Friend perk was great, I didn't have to fight a lot of the wildlife. Zion is just a really awesome game environment to me especially when you get a sunrise or sunset with good weather when you are walking in the canyon. Love it.
Third, the questline was open. What I mean is the main quest of Honest Hearts was very short indeed, and very easy, but it is a DLC where you should just enjoy the scenery and explore things off to the side of the road. I always felt like I had important objectives to fulfill but I never felt like I was being dragged around by the nose. I played the DLC 4 times, twice saving Zion and twice evacuating it, and each time I got to visit a few places I hadn't seen before.
But most of all it was the NPCs, really excellent work all around on those, and they fit perfectly the story and atmosphere.
#2 Dead Money
Dead Money had very interesting and well written/voiced NPCs (there were 5 main NPCs: Elijah, Dog/God, Dean Domino, Christine and the holographic Vera), and also a compelling story that all those NPCs fit very well into. Immersive story.
Also I loved the atmosphere of The Villa and the Hotel/Casino. It was old world, consistently done, and indoors or out I never once felt like I was anywhere else except at the Sierra Madre.
With the environment it was a different challenge than any of the rest of the game or DLCs. (Although towards the end I did use a mod to stop radios from activating the collar because that got too tedious.)
#3 Old World Blues
To me OWB had some brilliant moments with a lot of unrealized potential.
Definitely what I like best about it was the overall story, learning about Big MT and also some of the other NPCs who had crossed this area. (Elijah, Christine, Ulysses.)
Also good was the general setting of an isolated research community, plus the concept of the formerly human turned robotic NPCs. Some of the dialogues and joke lines were to me painfully long (dialogue upon dialogue), and many of the innuendo jokes seemed tired and boring. But overall there was a lot of variety in the NPCs. (Klein, his crew, Mobius, The Sink Central Intelligence, all The Sink personalities.)
I liked the exploratory nature of the DLC -- you had a ton of areas and things to discover; however, it did not feel unique. The interiors looked like most Mojave Wasteland interiors and you had this syndome of dozens of places to explore that all felt similar and nothing much set the interior of one apart from the other.
There was also a huge mix of sci fi and commie paranoia movie references, the variety of which was nice but it also seemed thrown together without much order or purpose.
The new music tracks were good. Only a couple or a few. But good.
#4 Lonesome Road.
Mainly what I liked about Lonesome Road was that Ulysses in his longwinded, overdramatic, overly self-important way finally does tell you who you are so The Courier has some history. And it was a cool backdrop.
But the first thing I noticed after arriving in The Divide FROM the EAST was that the road ahead took me EAST. It was also a linear journey where you could very occasionally venture into one of the side buildings 50 feet either side of the road, but that was about it. So it was linear, which was OK in my book, but the geopgraphy was all wrong and broke the immersion. (The quest was linear, not the actual path -- the path was more horseshoe shaped, looping back on itself. But Lonesome Road is definitely a better DLC name than Dyslexic Horseshoe, so that's something.)
The good: indoors areas and outdoor areas were really excellent, ED-E's story was superb, the Tunnelers are very cool enemies and the story of the Marked Men made immensely more sense than the geography of the map. There were also quite a few new very cool weapons and I had real fun using Red Glare to take down anything that was standing next to a wall with 2 shots, not to mention its incredible full-auto ability.
Ulysses was an enigma. I really liked what I'd heard of him in the previous DLCs, dropping hints. But his dialogues were as I said longwinded, overdramatic, and boring. By the end I was glad he was done talking.
Also, regading the actual terrain it was both good and bad. It was great in that it was unique indoors and out and it was challenging. But by the time I was turning the corner and actually heading West again I would see a bright white arrow or an old world flag and I'd think, "Oh, that's the door I take. Yawn."
So I'd give Lonesome Road fifty-fifty. Lot of nice things in it but the dialogues and being led through torturous terrain by graffiti, and seeing a map that made no geographic sense, those things just dispelled alot of the immersion.