I recommend doing the DLCs after the main quest, which will be just about the correct level anyway. I also recommend turning on the enemy level scaling option because if you do any side quests you will rapidly become overlevelled for the main questline.
It's an awesome game. Have fun.
I didn't think the main questline's story was on par with the first two games' stories, but the gameplay is significantly improved, the side quests are good, and the DLCs are fantastic. Hearts of Stone is probably my favorite DLC questline I can think of for any game.