A little from Column A and Column B but even some of the filler add-ons are actually great. Here's a breakdown of add-ons I think you should buy (the Mass Effect Trilogy collection comes with some of this dlc depending on which version you buy; on PC some of this content may require logging into Bioware's site to acquire it):
Mass Effect DLC
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Bring Down the Sky; Save this for after the main story is complete. It's not really important to the main story but it adds a lot in terms of world building and is pretty good
Mass Effect 2 DLC
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Zaeed: The Price of Revenge; this should come with every version of ME2 but if you buy the 360 version used you might miss out on this. Not story essential but I'll always recommend getting dlc that adds a new squadmate
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Kasumi: Stolen Memory; This is a fun mission that nets you squadmate Kasumi and a formal outfit.
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Lair of the Shadow Broker; A must own add-on. it's a great add-on
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Overlord; This is a not fun to play add-on with a great (though mostly unimportant) story to it
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Arrival; Story important dlc. This bridges the gap between ME2 & ME3. Also, definitely install this mod if you buy this on PC:
http://www.nexusmods.com/masseffect2/mods/12/?
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ME2: Genesis; It's a little expensive but I would suggest this add-on if you intend to skip playing ME1 as this is a digital comic that covers the events of ME1. ME1's gameplay is pretty clunky at this point (and it never really played well on a controller), so skipping ME1 isn't unreasonable but it has a great story. I'd give ME1 a shot before resorting to buying this ME2 add-on
Mass Effect 3 DLC
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Extended Cut Ending; A free must own add-on
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From Ashes; A must buy. This is a fun mission that nets you a new squadmate, 1 new assault rifle, war assets and 6 new squadmate outfits. This character is fantastic and adds so much to the story of the game
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Leviathan; A must buy. It's a mediocre mission that's very important to the overarching story and you get 1 assault rifle, 1 shotgun, 5 weapon mods and 11 war assets.
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Citadel; A must buy. There's 3 major parts to this dlc. The first part is the mission part which I personally think is mostly awful. It's fanservicey to the point of canon breaking (which is intentional) and the mission just isn't all that fun to play either. You'll want to complete the mission immediately to get it out of the way and to unlock the second part of the add-on. The 2nd part of the add-on is a new Citadel hub. This is also loaded with fan service but in a good way. Do as much as possible in this hub. Buying a specific item in this hub will activate the 3rd part of this add-on. Do not buy this specific item until late in the game. There will be a moment where you'll sense if you progress any further with the main story you'll trigger a point of no return scenario. You want to buy the item that activates the 3rd part of the add-on right before this point of no return. Trust me. Things you'll unlock for completing this are 2 weapons, 3 armor sets, 7 weapon mods and 2 war assets)
I would complete all ME3 dlc as soon as they become available in the game for the most part. There's various weapon and multiplayer dlc that are fine too. Also, I highly recommend checking out Nexus mods for these games if you get them on PC.