the one thing i'd really wish for about dlc's is that they'd take place within the game world, instead of being cut off fast travel spaces -
the major side effect of which being, for all dlc's i played except, in parts, lonesome road maybe, compared to the actual game world that were buzzing with life and diversity and all, the dlc's felt barren and redundant, with their 2-3 critters, far less attention put into world detail than in the main game worlds, far lower quest density etc etc
since time and resource limitations for dlc's are obvious and that's not too likely to change in general, i think having them in same worldspace would at least soften that effect.
...and for an own worldspace dlc i'd like: jamaica, kuba, trinidad, stg along that lines.
edit: like, sierra madre - the assets were great, the plotline was pretty cool, redundancy killed it. shades...... i mean c'mon...