I have played Fallout 3 obsessively and excessively for many weeks on end, and I have all but one of the DLCs (I had to buy the discs that came out, since I don't have my 360 connected to Internet). In this order my favorites are (this includes all I have played) -
Broken Steel
Point Lookout
Operation Anchorage
The Pitt
And the inclusions of new baddies like the Overlord have improved the game tenfold. I love those Overlords, but when I run into a Ghoul Reaver or Albino Radscorpion, I'd rather run away. They're tough!! ! So is the Overlord on Normal to Very Hard level, but he's easier to get away from, if you can avoid the Gatling Laser or Tri-Beam Laser.