Dead Money: It is the best thematically speaking, I liked alot how the theme of "Sometimes you just need to let go." was very well executed, everything is stuck on the past, the characters, the villain, the cassino, the lore and even the gameplay as you are also stuck on a nightmare you wish to escape and you might also sucumb to the same obcessive greed of the cassino and end up stuck there forever. This theme fits really well on a post apocalypse game, as it is a recurrent theme on this genre of the mistake of the past being relived forever.
At the end of it, I felt I played a really nice post apocalyptic short story.
Honest Hearts: The most aesthetically pleasing of the DLC, its theme is of the uncertain future, the new generation grows lost, without a purpose as the old generation died taking everything with it. The transmission of civilization is so broken, that the new generation mistifies the past, creating new mythologies and there is a suggestion, that maybe on desperate times, knowing the truth might not be the best idea. At same time you have Joshua Graham, the most interesting character of New Vegas on a conceptual level.
I liked the ideas around it, the survivalist tale and an attempt of trying to show how new culture can develop, however, I just didnt like the execution, contrary to Dead Money, what you do in Honest Hearts, the gameplay, feels like generic filler. Joshua Graham didnt have the time he needed and the main quest feels rushed and ends on a very anticlimatic way that deflated the whole thing.
It is a mid DLC, there is nothing truly bad there but when the best thing about your DLC is lore notes about a character, you kinda screw things up. I didnt regret playing but it was very short of achieving what it could had been.
Old World Blues: AKA, the crazy DLC, to me, it seems Avellone just decide he wanted to take that retarded Bethesda idea of having some crazy evil doctor doing experiments for LoLs and decided he would try to make it work. He sort of did as the voice acting and dialogue is truly fun and this DLC has the best gameplay of the four.
I really liked it, the main issue however, is that if you are seeking a truly post apocalyptic story, you wont find it, this is mostly a LoLs DLC, it isnt something truly awful and of bad taste like Mothership Zeta from Fallout 3 because some serious work came here, each doctor has a tragic and interesting backstory to try to make it work but if you despise the idea of you talking wih your own brain at some point, you wont like it.
Lonesome Road: This DLC is a disappointment for me, Ulysses was built up as the character that would finish the DLCs plot but his ideas felt convoluted and the whole DLC felt rushed. I tried liking it but in the end, it felt like a linear shooting gallery without much of a purpose.