Three of the four DLCs made the same mistake of disconnecting the player from the main New Vegas game world, so that once the DLC is initiated the player cannot return to the Mojave until the main quest of the DLC is completed. Old World Blues at least allowed the player to then travel freely between the DLC world and the main game world, but for Dead Money and Honest Hearts those DLC worlds become entirely off-limits once you return.
Lonesome Road, despite allowing the player to travel freely between its DLC world and the main New Vegas game world, is easily the worst of the four DLCs. It has terrible, linear level design that forces to the player to wade through bland areas full of the same type of enemies. The plot is virtually nonexistent aside from a nonsensical backstory in which the Courier (i.e. the player-character) delivered something to the area that somehow triggered nuclear explosions, which are never mentioned in the base game. Moreover, in what must be Avellone's worst character writing ever, Lonesome Road had just one NPC, Ulysses, who babbled incoherently via radio transmission leading to an anticlimactic confrontation in which Ulysses' plan for nuclear devastation can be averted with two or three sentences from the Courier.
Dead Money was an attempt to turn an Open World FPS/RPG hybrid into a survival horror game, with predictable results. Would have made a good short story, though.
Honest Hearts at least had an open environment, but there wasn't enough content, and both the main quest and the NPCs (with the exception of Joshua Graham the Burned Man) were boring --- not a surprise, coming from Josh Sawyer.
Old World Blues is easily the best of the four DLCs, as it gives the player a sizeable exterior area to explore, with a number of interesting interior locations, including several optional areas. The tongue-in-cheek tone is a much better fit for Fallout: New Vegas than the tone of the other three DLCs.