When DLC is done well, it tends to add an entirely unique storyline that links to the main story of the game, but often does so loosely. It provides interesting and memorable characters to often make up for the less thought out characters in the main game, especially when considering your own character is an unvoiced protagonist.
The first DLC for Fallout 3, 'Operation: Anchorage', was a much needed insight into the events of the war between the U.S.A and China in the form of a simulation. Whilst being rather simple and CoD-esque at times, it was extremely enjoyable to have a squad of soldiers you could customize and order around. However, it was lacking in terms of your ability and drive to explore, which is something the main game is so praised for. Whilst 'Broken Steel' allowed you to continue after the ending of the main story, and saw the return of Liberty Prime, it eventually got extremely repetitive as you mowed down power-armoured Enclave soldier after power-armoured Enclave soldier. It was a similar story with 'Mothership Zeta', but with aliens on the other end of the gun. The main problem with these DLCs was that, although they had highly interesting concepts, the plot was often far too simple and the characters were not interesting or memorable in the slightest (except that samurai, of course; an angry samurai who enjoys slicing and dicing aliens is something very special indeed).
Having said this, The Pitt and Point Lookout were incredible. The Pitt had you pretend to be a slave in the master-servant society of Pittsburgh, in order to usher in an uprising. It had you experience the gruelling tasks the slaves had to do, such as retrieving steel from a monster infested steelyard and fight your way to the top in an arena against others desperate to lose their slave status. Point Lookout, juxtaposed as a popular tourist destination in the midst of a radioactive swampland, was the only truly open-world DLC, with strange cultists and killer hillbillies as some of the tourist-loving locals. Desmond, the only ghoul with an English accent in the entire game, was an utter badass, who you had to perform tasks for which would contribute to the destruction of his rival.
Looking at the DLC for Fallout New Vegas, it's rather easy to argue that it was a step up from that of Fallout 3. Whilst the DLC in Fallout 3 seemed rather isolated from the actual game, Fallout New Vegas' DLC felt like they tied in to certain aspects of the main game. For example, in the main game, a former decorated general in Caesar's Legion is said to have been executed by fire for an unsuccessful war effort, but there are rumours he survived. These rumours prove to be true in the 'Honest Hearts' DLC. Furthermore, the characters and plot are far more complex in New Vegas than they are in Fallout 3. Put simply, New Vegas' DLC is more story-driven and Fallout 3's DLC is more action-driven.
There's only so much I can talk about the DLCs of Fallout 3 and New Vegas in so few words, so I'd strongly advise you to play and judge them yourselves if you haven't already. They're the perfect activity to get you even more hyped for Fallout 4!