Operation Anchorage is a more combat oriented DLC and has (as others have mentioned) some real unique arms that are cool. It doesn't add a whole-lot to the Fallout storyline. The Pitt probably is the most challenging in terms of the setup and the storyline is much more Fallout-esque; it feels like a real extension of the game. There is also some good melee gear. Mothership Zeta has an interesting, off-beat style in terms of humor and setup (kind of like Old World Blues), with the addition of more alien weapons - some of which feel overpowered.