Lair of the Shadow Broker is outstanding.
Oh, wait. It's not New Vegas' DLc vs Mass Effect 2's. Well, always go with the full game. But you should really get Lair of the Shadow Broker. New Mass Effect 2 content is coming tomorrow (named Arrival). It seems like it will have some serious content as far as the story goes. I'm thinking it will join the group of must-have content.
The must-have Mass Effect 2 DLc:
-Lair of the Shadow Broker
-Overlord
-Kasumi
Maybe you want it, maybe you don't:
-Zaeed (I'm not really a fan of the character or his mission, but he has useful combat skills)
-Firewalker (it feels like a different game. That's not a good thing, in my opinion. However, it does provide some semblance of planetary exploration)
-Firepower, Equalizer, Aegis, Arc Projector, cerberus weapon and armor: Just weapons here. Take it or leave it.
You can skip it:
-Appearance packs
-Normandy crash site
Just because you liked Fallout 3 doesn't mean you'll like New Vegas. I hated Fallout 3 and loved New Vegas, and I've heard plenty of people say the opposite. You don't realize how different it is from Fallout 3 until you've played for 5-10 hours. Exploring is way different because enemies do not scale with you (I loved this, as it created scenarios where I was taking on enemies who were way above me on the food chain). It is also more focused on the story, as even the majority of the side quests relate to the main story. But this means you're not going to be able to do everything in the game (even if you try) until you play through it three or four times, making different decisions at certain points.