Old World Blues is just such a thick and tasty offering that there's no contest as to which is the best DLC so far. Besides some genuinely jaw-dropping moments of SCIENCE! (in the classic sense), it gives you quite a few tie-ins to explaining some of what's going on in the main game as well as in Dead Money.
On this particular play-through of New Vegas as a whole, I actually did OWB as the first of my DLCs, and in this way it provides an excellent set-up and motivation for doing Dead Money as my next run. There are numerous connections to major Dead Money characters, so that it feels like you're stumbling across the track of several mysteries that just beg to be solved --- at the Sierra Madre. Since I now feel like I'm following a real narrative, as opposed to just being a greedy SOB who gets jumped and collared, I have a real reason to replay Dead Money.
As to Honest Hearts --- as gorgeous as Zion is and despite an exceptionally well-written story, there's not really much in-character reason to go, except to be a tourist.
The in-game pull is that you'll be paid a couple of hundred caps, and take weeks out of your schedule, to escort a caravan. This minimally-interesting lead-in is exacerbated by the fact that the DLC's start point is on the north edge of the gameworld map --- by the time you can get there, you'll have accumulated levels and caps to the point that the job is strictly small-time.
Moreover, there's no tie-ins to either the main game or the other DLCs. The one major one there could have been --- being employed by Caesar to find and assassinate Graham --- was rejected for voice-acting and patching concerns. So although there's quite a bit of talk about Graham being a wanted man, and even with Caesar routinely sending teams of killers to find him and finish the job, you'll receive no reward or even recognition for doing the deed yourself.
I really feel Honest Hearts would have done better as the first DLC, with a start point closer to Goodsprings so as to provide the player an early character-building experience.