Holy shit, ok, someone tell me if the other dlcs are like this. If so, I'm fucking done. Being told I have HIV by a doctor right now would be more fun than this nonsense in the casino vault.
No, the other DLCs don't have insta-kill moments like the collar things (though personally I thought they made it more fun.) I find them to be much easier, which kinda ruins the fun for me... though the Deathclaws in Lonesome Road are NASTY.
Here's my run-down on the rest of the DLCs.
Honest Hearts: Don't buy it unless you like to craft or want the perks (Tribal Wisdom is very nice, as is Fight the Power!). Story is quick, you don't get much involvement, and it really doesn't have much to do with the over-arching plot of the other 3 DLCs. This is very much something your buying for the stuff it gives you, not for the actual content.
Old World Blues: Kind of silly but I like it. Lots of fun stuff to do, lots of items to find, and a whole lot of story if you look for it. Be sure to look for the log tapes from Elijah, Christine, and Ulysses. Plus the house you get out of it is great...
The Lonesome Road: Only buy this if you care about the story between the Courier and Ulysses. It has a few great items, awesome upgrades for E-DE (as well as some more detail on his story), and some awesome set pieces... but the actual reward for completing it isn't that great.