The downloadable content for Borderlands consists of the following;
All of this content is accessible when installed by using the Fast Travel system. None of these expansion packs have a real direct impact on the Borderlands storyline, and several of them are designed specifically to be played after the storyline.
For example, The Secret Armory of General Knoxx is designed for players at level 34 to level 50, it increases the level cap by 11 levels which will affect the main game, but generally you don't reach the level cap during a full play through of the original Borderlands story.
Mad Moxxi's Underdome Riot is a challenge mode where you deal with multiple waves of bandits and bad guys without any real story impact but it will grant you one skill point for each play through as a reward.
The Zombie Island of Dr Ned is a story by itself, dealing with zombies, but is not unlocked until level 10 and requires a character of at least this level to play the content.
Claptrap's New Robot Revolution adds items that can further increase the size of your backpack, grant more skill points, and adds new areas to explore but again doesn't really impact on the main Borderlands storyline.