Edit: this is a long comment. A very long comment. Don’t feel compelled to respond or even read it, but just warning you now so you can’t complain that it’s too long lol
Damn I didn’t know the New Vegas DLC had an actual set order when I asked lol. I like to do OWB first in New Vegas. It’s hard, but simple, especially on repeat playthroughs. It always felt like it had the least impact on the story other than a mentioning Christine and Ulysses (unless I imagined that and it’s only talked about in Dead Money, I’ve only played through each twice now, so I’m still learning).
Old World Blues is also the goofiest and most light hearted, which are more good reasons to knock it out early. That said, I do see the benefit of having the most lighthearted DLC be placed right before Lonesome Road. Kind of the calm before the storm.
I also have two important mods I never play without that impact my DLC play style. I have one that lets you keep playing after beating the game, and I also have one called Tale of Two Wastelands that combines 3 and NV + all their DLCs into one giant game on New Vegas’ engine.
With that out of the way, I like to talk to all the people at The Fort about the Burned Man, and then at some point before the Hoover Battle I will do Honest Hearts. It makes a nice three act arc for my interactions with the Legion (I never side with them because they’re so well written as villains that I genuinely don’t like them, and I mean that in the best way possible).
Then I cool off from the craziness in the Honest Hearts canyons by sending the Courier to a mysterious and luxurious casino called the Sierra Madre where I proceed to run around like a chicken with its head cut off for several hours. Then I do the Hoover Battle, and then wrap things up in New Vegas with Lonesome Road (and use another mod to make Ulysses a companion, shhh don’t tell).
When playing Tale of Two Wastelands, you start in DC with the normal FO3 opening and tutorial stuff. Then eventually you can discover a train station that can take you to The Mojave, where another train station will be waiting to bring you back whenever you’re ready.
With that in mind, here’s how my first playthrough went with this set up:
Start in Vault 101
Operation Anchorage, for role play purposes to explain how my character is so skilled compared to the npcs, plus the practical benefits.
Swap to Mojave
Main quest until I reach Nipton, from there, Old World Blues.
Meet everyone on the strip, Help the Kings. Use this opportunity to get to Jacobstown and from there find a way to Honest Hearts.
Get a mysterious signal about a casino called Sierra Madre upon returning to the Mojave. Sounds like the perfect place to cool off after Honest Hearts.
Dead Money
Second Battle for Hoover Dam
Lonesome Road
Swap back to DC (for my role play I either pretend Vault 101 and everything I did before the DC train station was in the NCR or something like that, basically I try not to think about it too much)
As soon as I enter DC, get abducted by Aliens. Great opportunity to thin the herd in a dramatic fashion if you use an Unlimited Companion mod like I do. Only the best deserve to complete this journey.
While my character gets their bearings after reuturning to Earth, they take a pleasant boat ride to a place called Point Lookout, once again a futile attempt to relax.
Then I continue the main FO3 story, then Broken Steel Iron Giant Optimus Prime.
Finally, since I also reuse these character archetypes in Fallout 4, I have my character leave the DC Wasteland after their job is done. That’s when they encounter…The Pitt…
Then at that point I get about halfway through The Pitt and need a break haha.
Sorry that this reply is both late and long lol.