I right before the end the of the game with my level 34 Roland and I can't decide.  Should I play the DLC after I'm done the story on Playthrough 1 or jump right to it at the start of Playthrough 2?
 
If it helps, I'm guaranteed gonna have a Playthrough 2 at some point.

If you think you'll be playing the game for a long time play through the dlc now, then go into playthrough 2 and once you're high enough play through the dlc again. Otherwise I'd say wait until you're level 50 or so before trying General Knoxx because you can get some sweet loot 
 
Tho I should mention that general Knoxx is very difficult solo, at least at the beginning so its good to partner up or be prepared to die lots

I have not played yet.  Just bought on Steam for $10.19 yesterday, but Jeff was talking on the podcast that all this DLC was post-game content for sure.  You really want to be at level 50 before diving in.