This^ pretty much sums up my opinion, I'd just add that on your first playthrough of the DLCs, the order of release is probably best. On other playthroughs, the second order that Ruin mentioned is best (imo).
Ah, thought I was forgetting something. Thanks for touching on that Tycho.
I play it the same way. I always want to get HH out of the way first because it's my least favorite and ties into the DLC story the least.
Agreed, I still enjoy it, however. I just find the evidence that Ulysses was present is less in-your-face, than the other DLC so it's a great starting point.