Going straight to the DLC when you buy it.

[Sirion]

I'm kind of the inverse. I usually buy limited and GOTY editions for the DLCs, but always choose the start playing the main game, and then head to the DLCs (unless they're placed somewhere in the middle of the story, like Mass Effect 2's free DLCs), but often I just drop the game without finishing the main campaign, so it's common for me to never even touch the DLCs.

Also, buying DLC along with the game is usually the only way I get them (unless they're free of course). I value my money and can't afford buying useless DLC like a cool new armor or character unlock. I only buy worthy DLC, those that actually add something to the game and aren't too expensive at all.

Some paid DLC I consider worth buying are Vietnam expansion for BF: Bad Company 2 (which I don't have, though), all Borderlands expansions... Well, I can't think of a lot of really worthy DLC. I would say Civ V: Gods & Kings (damn, Steam just HAVE to make a good discount on it as soon as possible!), but since it's a standalone expansion, it's more close to a full game release than to a DLC.