In case it's your first time playing and want to play the DLC in a chronological order of the plot and not how they came out then you are in the right place.
After reaching the points i'm talking about, only then, read the text below the spoiler tags.
All the DLC came after the base game, duh, so they are actually better played after the ending, so you won't get spoiled at all. Nevertheless, if you don't mind minor spoilers or got spoiled by the console versions the go ahead.

# - Gladiolus: Ch6 or Ch9 for less spoilers
Gladiolus leaves the party, and after some time, Aranea leaves and he returns. In the DLC while camping he says what he did while away. You can play all of the DLC and every challenge

# In around Chapter 9, after traveling by boat to Altissia and after doing some main quests and getting a summon, you wake up on a bed.
That's episode Ignis but read on. Don't play yet


# - Prompto: Ch12
Poor Prompto. Anyway, this DLC can be played anytime after that. Better after you leave Tenebrae. Not many spoilers inside if any.

# After beginning Chapter 14 you can play comrades but it's the multiplayer expansion so play it whenever you like. It is going to spoil many things if you play it too early.

# After the ending of the game is when you can play episode Ignis with no fear.... but for me it's too late and since i know the story i'm gonna play it back in chapter 9 :3

You find out that Ignis had some problems. But here is the problem you are going to have. The DLC ending has some scenes yet to happen on the main story and Ignis's DLC came out last so you should better play it later to not get spoiled. I'm sorry :D But if you don't care much you can play the main ending of the DLC just so you don't die of curiosity. So, fight back when the choise is given and play the other option later...or not.... dang it...