I am very, very confused about how the fallout dlc works. Say that I have finished the game, and i don't have any saves from when I was just wandering the wastes. 
 
I know I can activate Broken Steel because I would have a save from the very, very end of the game, but could I activate Operation: Anchorage, The Pitt, Point Lookout, or Mothership Zeta if I don't have a save game in which my character is currently wandering the wasteland? Or, would I actually have to start a new game and make sure to make a save in the wasteland itself? 
 
Reading back on that, I'm not really sure if that question made any sense. Hm.

DLC's (apart from Broken Steel) activate as you play the game.  It takes a couple of minutes for the DLC to load in the background.  When you reach the area where the inital DLC quest starts, that is when you can actually play the DLC.  Such as: meeting the dude in the far north that tells you about The Pitt, the alien crash site for Mothership Zeta, etc.
 
Wowowah, I went off talking about mainly DLC's.  To actually answer your question, no - you DO NOT need to start a new game.  You can play the DLC's with an existing save, regardless of where he/she is (as long as he/she is not at the DLC starting area, I think).

My only concern is whether it will ever come to ps3 I mean I know they have that memory issue but there's got to be some way to get the game to work, maybe just add load points or something, I'd be fine with an even more messed up fallout 3 on the ps3 if I could get all the DLC, I guess ginormous worlds are just something the ps3 isn't that good at.