I've been prepping my magical user for the trip through the DLC's. Just hit level 40 and wondering should I start Dawnguard first or Dragonborn?

I would say Dawnguard. There is more story and it goes far deeper into the characters involved than Dragonborn does. Of course, as far as coolness goes they're equally great. But this is my suggestion. Play DG first.

Dawnguard. Dragonborn is kinda-sorta an extension to the MQ. So, you may want to wait on Dragonborn until you bead the MQ.

I've done it in this order:

Main Quest
Dawnguard
Dragonborn

I figure the Dawnguard quest adds the time for the news about the Dragonborn to reach Solstheim and gives Miraak enough time to strengthen his influence enough to try and so something about the Dragonborn.

At level 40 I don't think it matters which one you do 1st but I always do DG 1st on any play through. Thats mainly due to the level I'm at though, I hit DG at about level 20 and DB at about 30.

Even at level 40 DB can still be tough. Im at level 81 and play on master and sometimes when I go back to Solstheim it can be a little tough at times. I'd level up a little more, maybe to DG first.

I did it:

MQ
Dragonborn
HF
and last, DG.

I would do DG first, best to deal with the threats of slaughter that will come to towns.

Play Dawnguard first. There are several reasons I would personally do so, but above all it may make your experience in Dragonborn a little more enjoyable.

Spoiler

I'm talking more to the constant vampire attacks spawned by Dawnguard. They'll keep happening until you complete the DLC. [Edit] I should clarify. They only happen when you visit cities during certain hours, and then sometimes they happen regardless of the hour. You won't have to worry about them attacking a city you're not at.
You won't have to worry about it while you're on Dragonborn, but if at anytime you come back to the mainland you'll be dealing with the vamp attacks. It could potentially get taxing. Fair warning! Happy gaming whatever you decide!

Depends on what kind of narrative yopu've set up for your character.

My character never did the mq and was already a vamp so I went into DG first.
She doesn't believe in dragons, but in DG there's a bit so she's slowly suspecting that the attack on Helgen was more than just a really big summoning by a really good mage and it'll give me a nice segue into the MQ, then into DB.
She'll become a believer and then discover she is the dragonborn etc etc.

Hearthfire is kinda anytime, stuff you're doing as you go along.
I

So yeah, if you have a vague idea of your characters motivations, beliefs and whatnot, let those guide you.

dat Lurker Vindicator.

Can't play w/o my crossbow anymore.....

Thanks guys/gals. I'm about to wrap up the MQ and then I think I'll take on DG and finish with DB, as i feel it might be more rewarding that way.

I would do Dawnguard first just to stop the annoying vampire attacks when you fast travel to cities at night.

I always do DG>MQ>DB

You could always interweave the quests. There is no particular reason to complete one entire quest line before doing part of another. I always (with one exception) do Dragon Rising before doing Dawnguard because I want to fight the twin dragons in the Forgotten Vale. If you don't do Dragon Rising you don't get any dragons unless you go back later.

I always try to get DG out of the way fairly early so I can visit civilization once and a while without the headache.

Well, from what I'm feeling, I think I'm actually going to do MQ>DB>DG. Mostly because I have Dawnguard, but haven't installed it yet and already have Dragonborn installed. I dunno though, I could change my mind.I want that crown that allows you two standing stone powers....

Finally finished the MQ, with this chracter and moved onto the DG dlc. Definitely the better option I feel. Having a great time. Thanks for all of your guys advice.

Mods, feel free to lock

Not for any particular reason, I did DG first, gave me some levels and some cool gear, like the crossbow and DG Rune Axe (very useful against Ash Spawn).

I would do dawnguard first, but it does not matter that much.

How i did it

main quest/guilds
dealt with looming vampire threat
finished my dragonborns personal journey

Closed by request.