Copy of a post from old GB forums that outlines the order by which you should tackle DLCs and Playthroughs so that you're as appropriately leveled for each section:
tl;dr: |Main Game PT 1| --> |Main Game PT 2| --> |Moxxie PT 2| --> |Knoxx PT 2| --> |ZI PT 2| --> |Robolution PT 2| --> |scaled PT 2.5 free-play everywhere!|
The ideal playthrough:
Playthrough 1:
The only thing you need to worry about here is keeping an eye on the level of the story mission.
Arid Badlands:
In general, do all or most of the side-missions until you defeat Sledge, and then move-on into the Dah Headlands. Level 18-20 by the Headlands.
New Haven/Rust Commons:
Once at New Haven, head out to find Tannis. Be sparing with your side-missions, and only do them if you need to level-up. 23 - 25 by the time you Seek out Tannis, 26 - 27 by the time you make the Secret Rendezvous at Jaynistown.
The goal here is to be done with PT 1 at about level 32 - 35, depending on how many Lance and Guardians you can skirt past at the end.
Playthrough 2:
Playthrough 2 is really the keystone to everything subsequent. Think of PT 1 as the introduction, and PT 2 as the real meat of the game. You’ll get a better feel for your character, and start to specialize and make your build distinct. Plus, completing PT 2 enables the global scaling for the main game, DLC1 and DLC 4.
The same formula used in PT 1 applies here, except that we have Knoxx sitting out there with a hard starting point of level 51.
Dahl Headlands:
I usually do most of the side-missions here, but I try to reach New Haven around level 42.
New Haven/Rust Commons:
I like to reach New Haven at 42, and then make-sure I’m at Jaynistown in Rust Commons East at about level 46 (basically as soon as I’ve killed Krom and handed that piece to Tannis, I head over to do the “Secret Rendezvous” mission.) Rakk Hive and Taylor Kobb are about 47. Old Haven - Salt Flats and beyond will be around 48-50.
The goal, then, will be to finish PT 2 as close to level 50 as possible.
My last run left me at level 52 after defeating the Destroyer. I skipped nearly all side-missions after the Headlands, and dodged as many fights in the Descent and Eridian Promontory as I could, since Lance and Guardians give a ton of XP.
This actually put me at a good level for the bosses and encounters along the way. I was matched-level with the Rakk Hive and nearly everything afterward, and the Destroyer fight was long despite the 2 level difference. Update: Since the real-time scaling for the Main Game now kicks in when you reach the Vault, the Destroyer will adjust relative to your level, and due to the way this adjustment works, he will actually be two levels above you, now, rather than being stuck at 50 like the olden days.
Moxxie PT 2
The way Moxxie acts toward you and some of the things she says in Knoxx imply that the player has gone through her trials prior to starting Knoxx. This also gives a little reprieve from the story-focused structure, and awards a free skill point.
I actually leveled-up from my run of the Prove Yourself mission, leaving me at level 53 going into Knoxx. This was mostly due to challenges I completed while in the arenas. Leveling up from this a rare occurrence.
Knoxx PT 2
Knoxx PT 2 hard-starts at 50-51, and the initial stages can be very challenging for a level 50 player. Being a level or two above will leave it interesting without it being punishingly difficult for a player who still has the largely hodge-podge gear that comes from minimal farming.
I entered at 53 and found I was on-level for nearly all of the key areas. I may have been a level above the first shock-trooper barricade, but that fight is ridiculous when you’re proper level, so the difficulty felt about normal.
I was 54-55 going through Lockdown, which is on-par with the enemies there, and 56 when I got to General Knoxx, which was on-par with him.
The Gen. Knoxx fight was a good challenge with my mediocre gear, and the level I was at. I should note that I sharply avoided doing almost any side-missions.
Killing Knoxx leveled me up to 57.
Loot Larceny
With the main story mission of Knoxx done, (and the patch 1.41 in effect) there are no more hard level starts left to worry about.
The only concern now is that there are elements of DLC 4 that reference DLC 1, so to keep the story consistent, do Zombie Island PT 2 before you do Robolution PT 2.
My first playthrough post-scaling-patch left me at level 66 when the last Clap Trap had fallen and all was said and done.
Robolution gives us a nice bookend to stop on, and from here we have the entire main game and all DLCs in real-time scaling, and we can go back and do all the side-missions we left behind, and have fun farming for uber-1337 gear, as well as return to PT 1 for skillpoints and backpack SDUs.
Check the post link for extra details on missions etc..