I normally beat the game and all quests beat level 33-36.
I've not tried the DLC in playthrough 1 yet, so I don't know what the level ranges are. The below level ranges are for Playthrough 2:
Borderlands - Island of Dr. Ned
Enemies start at Level 42.
Secret Armory of General Knoxx
Enemies start at Level 51-53. and go up to 58-60 when you beat the Playthrough (known as Playthrough 2.5)
Claptrap's New Robot Revolution
Enemies start between 54-57.
With the advent of patch 1.41, all enemies level up to your current level +1 (or -1, depending) until level 69 (with DLC-General Knoxx's Armory installed) or level 58 (without General Knoxx's armory).
Crawmerax levels up to 3 levels above the hosting player.