First bunch of questions first: I WOULD have sided with NCR in the end, because as "my character" I didn't want to be the one in charge of shit and I thought NCR were already half-setup shop and Caeser's Legion were a bunch of tools... but my game flatout wouldn't let me finish one of the main quests near the end (the NPC would just have the "goodbye" dialogue option).
Running a playthrough now... I'm aiming for independant.
As for the DLC: Old World Blues is by far the most entertaining, and if you go into it when the recommendation suggests (can't remember the exact level), you can get some pretty nifty gear that you can hold onto for a while.. Or maybe I just felt sorry for the Stealth Suit, so I just wear her all the time...
BUT... I really like Dead Money. I liked the atmosphere, the fact that it wasn't just guns blazing, you had to work around your environment and while those stupid radio things killed me every now and then, I found that DLC much more memorable to Honest Hearts or Lonesome Road. And unlike some are saying, I liked the character companions in it. I honestly didn't know who to trust going in, and you really get that "Treaure of the Sierra Madre" feeling.
Honest Hearts, I LOVED finding those journal entries, I loved the stories that the place held and the hints here and there about how people lived there, came to be there, the little pre-war tableaus... But the questline in it I wasn't invested as much as I would have liked. The PLACE I found great, characters not so much.
... and Lonesome Road... I remember the rocket launcher, those annoying burrowing lizard things, and some guy in an awesome gas mask talking to me way to much (and he sounded like he needed a throat lozenge). May have been my frame of mind at the time, but pretty sure I breezed through that as fast as I could and can't remember any amazing defining moments.