So I haven't completed the game yet; I've got a load of stuff still to do but I'm pretty close to the level cap already. I want to get Broken Steel to boost it up to 30 (and to open up the endgame), but from fear of spoilers I don't know how Broken Steel changes the ending of the game, if at all. Does it change it enough to warrant seeing it before I get the DLC, or does it change nothing except the fact that you can stay in the wastelands?

It allows you to keep playing at the end of the main game. And adds some new missions.  
 
Other wise it changes little aside from the levels some new weapons. Creatures and perks.  
 
When the game ends it shows the same thing if you have the DLC or not. 

I'd download it for sure.  Without it the ending is just a little....... Meh.

There is no reason to not download any of the DLC before you finish the game in Fallout 3.

You should defiantly download it before you finish it For the level cap and not having to experience the awful original ending.

" You should defiantly download it before you finish it For the level cap  

There is no reason not too - Just try not to burn yourself out right before new vegas. ; D

download them all, Bethesda needs more moneys!!

oh and one more thing with the level cap increased there are some serously strong enemies that come with it

Do you have Fallout 3 for the console or the PC? If you have it for the PC, you can technically just get a mod that will set a set the level cap to infinity, or 100. If you care about the story though, then sure. Get the DLC.

Add the DLC there's no reason to waste the extra XP and then have to reload your last save (or new game) when you beat it for the DLC to kick in.

Yes.

Absolutely you should, like others have said, without it you'll hit the level cap prematurely and waste XP that would otherwise be pushing you toward level 30.