Zero is arguably the weakest. You made a good choice. As for DLC, in general, the four campaign DLCs are definitely worth the price. Quality is at least as high as the primary game. Each one takes 10-20 hours to complete, so you get quite a bit of playtime. If you only want to buy one, my favorite by far is Tiny Tina's Assault on Dragon Keep.

The Headhunter DLC is probably not worth getting. Each one is basically one area, with a quest or two and a boss. Up to you, but most opinions haven't been great. On the other hand, Borderlands DLC goes on sale pretty frequently. I picked up the Headhunter packs for $0.84 apiece, so if you want to wait for something like that, a couple bucks will get you a few more hours of Borderlands. *shrug*

The ultimate vault hunter upgrade packs (there are two) essentially just raise the level cap and add a new class of weapons (that you'll probably never use). If you've been dying to see what your character can do with not one but TWO final skills, go for it. Otherwise, don't bother. Playing at 61 is exactly the same as playing at 50. You just get higher numbers.

If I were you I'd wait for the season pass to go on sale, and then buy that. You'll get all 4 campaign DLCs and the first upgrade pack for (usually, depending on sale) about $20.