General Knoxx is by far the best dlc for borderlands.
I own all 3 (zombie island, mad moxxi, and knoxx)
mad moxxi just puts you in an arena and you kill countless waves of enemies and get no exp for it. Which after like 5 waves it gets boring....
Zombie island is pretty fun if you like zombies and such and imo is worth the download.
But knoxx is just the perfect dlc, many missions, new vehicles, level cap to 61, you get to kill like these robot guys or weired shit like that and midget gunners riding on skags. and the new Boss at the end of the dlc who is really hard and you gotta be lvl 61 to kill him.