Story wise, HH, then OWB then LR.
If you are not bothered, HH you may as well do because it is short and gets some nice gear for OWB which then leaves one road left to walk.
I generally do HH, OWB, LR then DM but that's because I have completed them in the order they are intended first. Basically, they interlink and mention each otherso you would be best off playing them in their order of release.