I believe the after-game DLC is intended to be played as Awakening > Golems > Witch Hunt for the story to progress more naturally. At least, that's the order I played. Awakening is 6 months after Origins, Witch Hunt is a year, and I think Golems is supposed to take place sometime between those two.
As for the in-game DLC; I usually play The Stone Prisoner right after Lothering, though you've already finished that. Soldier's Peak I save for after I finish one of the factions. That way they have a base of operations. And like Lavaeolus said, Return to Ostagar is best saved before the final battle. It also gives a nice sense of closure before throwing yourself into battle.