With the exception of Broken Steel, all the DLC can be accessed at any time. Broken Steel's storyline is an extension of the vanilla game's main storyline, so naturally you can only move on to it after you've completed the main quest.
As for when you can do the remaining DLC, Operation: Anchorage is fairly easy and linear, and can be done at any level. In fact, lots of people like to do it early, since it rewards you with some REALLY powerful equipment.
The Pitt should probably wait until you're level 10 to 15 or so, but it's still doable at lower levels. For a large part of the Pitt storyline, though, you're deprived of your usual equipment, so you won't be able to rely on your preferred gear. This means it's better to have decent stats and perks, which can't be taken away from you.
Mothership Zeta has enemies that scale dramatically to your level. If you go there at higher levels, you'll find the enemies can take a huge beating and still fight on. I like to go there at high levels, for the challenge, but if you don't feel up to it for your first playthrough, consider going earlier.
Lastly, Point Lookout should only be attempted at very high levels (25+ or even 30), with very good equipment and the right stats and perks to maximize your combat effectiveness. It also helps to have a large stockpile of meds and a willingness to gulp them down like candy. Go there unprepared, and you WILL have your ass handed to you.
Actually, I beg to differ. Point Lookout is quite doable at a lower level (I went there at level 11 and left level 15) provided you are playing a stealth happy character with decent equipment and have a decent supply of Med-X (and are prepared to deal with the consequences of getting addicted to it...)
The biggest issue there is stealthily getting past anything you can that is too much to face and when you invariably get cornered now and then you will NEED the extra DR from Med-X to survive. Melee hits from stuff in there is up in the 40+ a swing, and don't get me started on just how badly getting a face first introduction to mister two barrel is.
Though to be fair, turnaround is fair play and taking a dual barreled shotgun at near full repair and sneak attacking with it for 75+ before critical is a WONDERFUL thing!
With a stealth build, though, you can accomplish basically anything in the game. This is especially true if you use the Chinese Stealth Armor. You could punch Super Mutant Behemoths to death with your bare hands, without taking a scratch. I was mainly talking about situations where you wouldn't be playing in notarget mode.
I will concede, though, that if you have a stealth-oriented build, you can do Point Lookout (as well as every other DLC and area) at a low level.