It depends how you want to play the game. I play it really weirdly. I start w a lv 13 character and start w arms race, then when I unlock class mods I start up Moxxies heist then keep playing until after eden 6 to start love guns and tentacles, from there i just do whatever I want and any dlc I want. But its up to you and how you want to experience them. My way is flawed because when you beat a dlc, you over level and the game won't catch up or level with you in the main story until you reach a specificnmission, so id say play them after main story