I played FO:NV without DLC or mods, most of the DLC seems like side trips that don't add anything and might leave you overpowered, so if you replay RPGs you might want to save the DLC for a second play. Or just keep a bunch of saves at the right levels then use them later.
I asked about what levels to play the DLC at in another forum and got this response:
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My revised estimate is Honest Hearts 10-15, Dead Money, 15-20, Old World Blues 20-25. As some have mentioned the enemy levels and equipment scale so you can do them at differing levels, but these are the best, imo, taking into consideration the non-scaling elements.
Honest Hearts you can only bring so much with you, and the ammo drops are kind of strange- you'll find a lot of .45 ammo there but other ammo types you will find less common. So bring a gun that you doesn't chew ammo too fast, or learn to love the .45 guns. HH is very heavy on tribal themes but it's also pretty bland- you don't really need any particular skills to finish this DLC, but it places emphasis on Survival, simply because healthpacks are fairly rare, but campfires and ingredients are everywhere. HH goes first not because the combat is particularly easy compared to the others, but because picking and hacking aren't major factors and there are only a few instances where you'll need a 100 skill.
Dead Money, your gear won't matter as you can't take it with you at all. You are essentially in a self-contained environment with a lot of traps, so Light Step is useful, and a lot of the enemies are essentially invulnerable but follow a simple patrol, so Sneak is handy. Healing is also somewhat limited, but there are some great recipes available that help out with this, so a decent Survival can help a lot. Since you can't come back, it pays to get your lockpicking and hacking within a few levels of 90 so that you can do the 100 skill checks with a book- if you finish and can't do that, you won't get another chance.
Old World Blues is (obviously) very science/medicine heavy, and while you will find an unusual amount of gear to pump those stats, you probably want to have at least 80 in science and 60 in medicine. You can bring anything you can carry with you, but you can't go back for more until you finish. Expect a lot of energy ammo and not much powder-based, but OWB also supplies you with some very effective energy weapons to combat the extensive enemy population. In my latest playthrough I showed up with my Gobi, dumped all my ammo, panicked for a little while, and then realized I was ok with the stuff I was getting along the way- but it helps to make sure you have a decent Energy Weapons skill.
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