Dead Money is troublesome for me because of the energy curtains blocking my escape; I always have to backtrack the way I came. The other annoyance for me is the last conversation that you have with Father Elisha about Veronica; your character doesn’t go back and bring up Father Elisha when talking to Veronica afterwards. (Then again, I don’t practically like the fact that Veronica ends up roaming the wasteland and dies. It just seems so pathetic.)
As for Old World Blues, to me, it is just plain silly and not worth playing.
Unlike the “Badlands” mod, Honest Hearts seems rather pointless and unexciting: (The burn man’s vengeance VS. the Mormon’s ideology.) In the end there is really no positive resolution, whichever path that you take. (Rather reminiscent of the actual America Indians' fate.)
Lonesome Road, contrarily, is my most favorite of all – with the exception of Ulysses ‘constant cryptic ramblings. It’s just not long enough.