I thought that the DLC was a very mixed bag, though I haven't bought Lonesome Road yet. Dead Money was the most irritating experience I've ever had in the entire Fallout series, but there was a good story in there once you get past the horrendous gameplay.
Honest Hearts was alright, it wasn't actively annoying like Dead Money but little to it stood out. I was disappointed with how dull a certain legend turned out to be, this DLC was a wasted opportunity.
Old World Blues was excellent, up there with other great expansions like Mask of the Betrayer, Hordes of the Underdark and Night of the Raven, even if it isn't as long as any of those. I suggest you read John's review
if you haven't already.
If you're playing the PC version it might be best to wait until the Steam winter sale and get them all then. I got the first two DLC in the summer sale, and I certainly wouldn't have been happy paying full price for Dead Money.