I would play all of them after you beat the game. If you played Episode Prompto immediately after the respective point of time in the main story the DLC's post-credits scenes would totally spoil the later chapter of the main game. Maybe Ignis' DLC can be played after the beginning of the chapter following the events during which it plays in the main story. We'll have to wait and see.
When are good times to start the Gladio and Prompto Episode's? I'm finally getting back to XV after taking a break from it, and am getting all of the DLC episodes at least. I'll be sure to get Ignis' Episode too whenever that releases. Thanks!
EDIT: You know there are free story updates coming well into next year as announced recently, no? See: http://www.neogaf.com/forum/showthread.php?t=1438473
Maybe you could wait just a bit longer and experience an (hopefully) improved game.