There are also plenty of subtle references that, if I remember correctly, were woven in to the main story and world even before the DLCs themselves came out. Not something you would pick up on a first play through, but definitely the sorts of things that make more sense once you've gone through it at least once or twice. References to New Canaan, the Sierra Madre, Big MT and The Divide pop up here and there, and you can find some interesting tidbits if you really look for them. The fact that they synergize with each other (in a manner of speaking; sometimes it feels like you're picking up the pieces, or perpetually late to the party) makes it more engaging as well, since you get to find the origin of some of the crazy stuff you get in Dead Money from Old World Blues, and track Elijah's path after the fact.
As mentioned above, the fact that they mesh with the main game world and the central conflict is pretty neat, but it's slightly disappointing that regardless of how you handle them, they have no real effect outside of giving you some experience, loot and ending sequences for each one, wrapped up tidily in its own little package. Only Lonesome Road ended up having anything that extended outside of its main play area, but the fact that you bombed the NCR or Legion (or both, or neither, but they just amount to bonus dungeons either way), or potentially got Ulysses to basically accept your way of thinking, had no effect on the main story or the ending sequence whatsoever.