Once it's done, it's done. You will get a message before the end giving you an option to save and warning you though, so pay attention!
You'll definitely want to do the DLC's beforehand, since New Vegas's ending which I won't spoil, It doesn't really allow you to play afterwards. To say anything more would probably be a spoiler.
It might be a minor problem but New Vegas is a great game and you will get a lot of enjoyment out of it.