In which order should go about the DLC, I know I'm going to do Awakening and Witch Hunt last.

I'd like to know as well. I'm going to be getting the Ultimate Edition soon. So excited.

I think Witch Hunt is meant to be garbage, isn't it? Even though it should be the best DLC considering what it is apparently it decides the choice you make at the end, whether you actually did that choice or not. All the rest of the DL:C has been "ok".

I'm talking continuity, of what I've seen the other three campaigns, besides Leliana's Song, are non-canon or alter history.

If you plan on using the same character throughout the main game, the expansion and the DLC, the order should be, IMO:
 
1. Leliana's Song  
2. Dragon Age: Origins (+ Return to Ostagar + The Warden's Keep + The Stone Prisoner) 
2b. The Darkspawn Chronicles
3. Dragon Age: Awakening  
4. Golems of Amgarrak 
5. Witch Hunt
 
 Except from Darkspawn Chronicles, everything's "canon".  The Darkspawn Chronicles have literally no effect on your main character. It's a hypothetical scenario, "what would happen if the bad guys won?" style. Obviously, you want to go through it after having done the main campaign, so as to not spoil anything.  The DLC ( Return to Ostagar, The Warden's Keep, The Stone Prisoner) can be completed any time during the main quest of Origins, though I would recommend you get Shale from The Stone Prisoner ASAP. She's THAT awesome. Golems is meant for players who have already beaten Awakening, as it deals mostly with high-level stuff. Witch Hunt... well, let's say it's meant to bridge DA:O and DAII, so you probably want to play that one the last... just don't expect anything great, ok?

I would do Lelianna Song and DarkSpawn Chronicles first. Then pop in Awakening, keep in mind its a full blown expansion, not a DLC. I found Golems of Amgarrak difficult, for a level 20 atleast. Somebody whos leveled up to 30 should be able to do it (and the achviement to beat the final boss of it on Hard). 
 
You have to do Witchhunt last, I won't spoil it but it can basically remove your player from the world.

" If you plan on using the same character throughout the main game, the expansion and the DLC, the order should be, IMO:  

1. Leliana's Song  
2. Dragon Age: Origins (+ Return to Ostagar + The Warden's Keep + The Stone Prisoner) 
2b. The Darkspawn Chronicles
3. Dragon Age: Awakening  
4. Golems of Amgarrak 
5. Witch Hunt "

If you care about story more 

1. Origins + the in-game DLC
2. Leliana's Song
3. Darkspawn Chronicles
4. Awakening
5. Golems of Amgarrak
6. Witch Hunt

1. Leliana's Song
2. Darkspawn Chronicles
3. Origins + the in-game DLC
4. Awakening
5. Golems of Amgarrak
6. Witch Hunt

I have Awakening Installed, does that mean I can reach level 35 in Origins?

" @Mrnitropb: Wait, There's NG+? "

" @Mrnitropb: Wait, There's NG+? "

" @JoeyRavn said:

" If you plan on using the same character throughout the main game, the expansion and the DLC, the order should be, IMO:  

1. Leliana's Song  
2. Dragon Age: Origins (+ Return to Ostagar + The Warden's Keep + The Stone Prisoner) 
2b. The Darkspawn Chronicles
3. Dragon Age: Awakening  
4. Golems of Amgarrak 
5. Witch Hunt "

A couple of things to note.  Leliana's Song and Darkspawn Chronicles don't require you to use your warden to play and they both give you something in the main game for beating them (well, technically Leliana's Song only gives you the item if you fulfill a requirement in the DLC, but it's simple enough).  So, I would play them first.  Other than that, though, he's correct.  Origins > Awakening > Golems > Witch Hunt is the order you have to play it in if you want to bring one warden through the entire experience. 
 
 There is also an unfortunate bug in the console versions of the game (and perhaps the PC version?) which makes a certain set of armor you get in Awakening look like a certain other set of armor you get from the Warden's Keep.  So, if you don't want that bug to occur, you'll have to uninstall Warden's Keep after you beat the main game, but before you import your character to Awakening.  It's fairly annoying, but the armor looks pretty unique and cool, so I would recommend it. "