I'm going to buy one of the DLCs(probably today, but maybe tomorrow, if I get time), but I'm unsure which one should I get. I only have the base game, on PS3.
Please note that I'm going to eventually buy all of them anyway, I just want to know which one is worth it more. I'm going to do this: This month I buy a DLC, next month is a book, then another DLC, then another book, then another DLC, then another book, etc.

First, I would actually advise against sticking to the PS3 copy.

May sound dramatic, but the PS3 copy is notorious for getting crippling lag after a character's file size becomes too large. Typically, a lot of players on PS3 report only being able to complete 2 of the 4 DLCs before the lag becomes too crippling to play. If you CAN, get a PC (best choice) or Xbox copy before investing in DLCs.

Second, play them in order. Dead Money, Honest Hearts, Old World Blues, Lonesome Road.

Wait, dont' buy them one at a time, unless there is some sale going on that I don't know about. If you get the Ultimate Edition, you get the game and the DLC for $20, the price of one DLC.

And, don't play this game on the PS3, it's even hard to find the game on that platform.

Best advice right here.

Just get the Ultimate edition for PC for $20. May sound annoying, starting a new character, but it's a good investment in the long run.

The problem is that my father, who has all the monies here at home, has some kind of prejudice agaisnt PC(at least gaming PCs) and doesn't like Xbox, so he refuses buying either of them, and he and I have been pretty loyal to the PS franchise so far. We've had the PS, PS2 and PS3, and no other console. Also, while I did notice that the game becomes laggy later in-game, I don't find it that crippling, at least not for me. I can play it perfectly, just need to stop every in a while, turn the PS3 off, wait some 30 minutes and back into playing I go.

I've been trying to find the UE here in Brazil for the last 3 or 4 months, but here it is always either in Spanish(which I can barely understand) or out of stock, so it's been a little hunt zig-zagging from site to site and store to store trying to find it, so I've just given up and am trying to buy it gradually.

The problem is that the DLC will increase the amount of data your PS3 has to process, so that lag will only get worse with each one.

You might wanna talk to your dad and tell him this is one game that needs a PC.