Game Progression

I'm really enjoying the game, but I'm somewhat worried about how I should progress. I'm going through the base game right now, and just bought the DLC whilst they were on offer. Should I finished the base game and then do the DLCs in order on base difficulty, or do some new game plus stuff first or what? The issue is I don't want to get overpowered and then be disappointed by the DLCs. Whats the best way to progress through the game and the extensions with all the difficulties? Thanks.