Dead Money was the best aesthetically but made me so angry to actually try and play. Bear traps every ten seconds, all the companions are worthless besides Dog, hunting for speakers, all of that was so annoying and just made me not even care. The scarcity and survival aspects made the first half of the DLC a savescum festival, then totally disappeared by the last half.
Joshua Graham seemed like he was going to be deep, but then he starts quoting menacing Bible verses at you in that gravelly voice and I couldn't take him seriously any more.
I liked Daniel, because normally pacifism is 100% the best option always in terms of karma, but siding with Daniel just results in the loss and eventual destruction of Zion, the White Legs die off anyway, and Joshua never gets redeemed. I thought that was really cool and gave Honest Hearts a bit of moral difficulty beyond "dump all your points in Speech and pick the best ending out of the menu." Daniel pleading with you not to fight the White Legs was honestly pretty heart-breaking.
I haven't beaten Old World Blues, but they really lay it on thick and heavy with the WACKY 50s SCIENCE! theme. The more they labor it and try to make it work with the wannabe GLaDOS scientists and beating on every painfully unfunny joke for minutes at a time, the less funny and interesting it becomes. Don't get me wrong, Fallout has implausible science, but no more than any other sci-fi setting. It was rarely directly played for laughs, and if it was it was almost certainly better than OWB's take on it.