Operation Anchorage gives you the indestructible T-51B Power Armor, Chinese Stealth Armor(which is -blam!-ing awesome), Gauss Rifle, Jingwei's Shocksword, and a bunch of other weapons.
Mothership Zeta gives you a shit ton of alien weapons, alien power cells, Alien Epoxy(which fixes your weapons to 100%), and alien crystals which you can sell back at the Capital Wasteland for shit tons of caps.
The Pitt gives you a bunch of unique melee weapons and unique assault rifles. It also has a interesting background to it. Its like you went back in time during the Industrial Revolution, but with a nuclear holocaust theme attached to it.
I had the most fun with Operation Anchorage, and it gives you the best armor and loot in the game basically.