Dawnguard
So you saw the trailer, read about it, heard about it and thought one thing: VAMPIRES and VAMPIRE SLAYING! But no, that's not what it is. It's about you and some undead vampire you found buried in a large crypt and the two of you try to find a Moth Priest, go to the Soul Cairn and then go through all this trouble fighting Falmer, Chaurus, and a Snow Elf, and then getting Auriel's Bow. The bulk of the DLC had absolutely nothign to do with vampires, vampire hunting... or even Dawnguard for that matter. It started out cool, as you joined the Dawnguard, went to hunt some vampires, and helped Isran recruit some hunters. It would have been better if you and the rest of the Dawnguard actually had a full storyline of vampire hunting with the Volkihar trying to thwart you along the way. By the time you fight the Volkihar at the end you realize "why am I fighting these guys?" cause they haven't really had any place in the storyline yet. Just all those Auriel's Bow, Falmer, Snow Elf, and Priest stuff was out of the way and felt irrelevant to me.
Dragonborn
So the first Dragonborn is trying to claim Solsthiem and it's your job to stop him. Wait, no it's not. Your job is to run around the island, find these Black Books, and do a lot of stuff concerning Hermaus Mora. Forget Miraak, he has practically no part in the story the entire time save for the boss fight at the end. I felt like Mora was the antagonist the entire time and Miraak was just a simple bandit who popped up at insignificant times for insignificant reasons. It was nice at first, don't get me wrong, when you and Frea tried finding him, but I found the whole Black Books and Mora thing just completely taking away fro my experience, which should have been about me and my rivalry with Miraak.
Companions
Probably the most prime example. The Companions, who is suppose to be the replacement for the Fighter's Guild here in Skyrim, should have been about doing honorable and noble acts, helping out the people and defeating monsters and other threats. But it's not; it's about you and some werewolves and your rivalry with some werewolf hunters. That's NOT what the Companions should have been about; the werewolf thing should have been its own entirely different questline.