I never, ever buy new games at full price. I've commented on this many times in the past, but I just don't feel that modern games give appropriate gaming value for their high $60 price tags. So I always wait until the game is discounted, either in the stores, on PSN, or on Steam, before I buy. That means that all DLC will have been out for a long time, and will also be cheaper. I only recently (as in, the last month) started playing Fallout 3, because it was on sale with all the DLC on Steam. Same with Oblivion, New Vegas, etc.
Not only that, but if you wait, you can sometimes get extra items that were originally pre-order bonuses, or dealer exclusives, bundled in a "game of the year" edition. No DLC or special item is worth actually buying something from Gamestop or Best Buy, but it always irks me to see game comapnies screw over their customer base with that sort of divisive BS.
So they can put DLC out on day 1, on day 1000, and it doesn't matter to me. I'd much rather wait for it to be cheap, bug-fixed, and thoroughly reviewed before I put down some money.
The only exceptions are my favorite franchises, Half-Life and Portal. But I'm OK with paying full price for those, because they're great, and it only happens once every 3 to 5 years...