For Mass Effect 2, Kasumi and Zaeed are worth buying if you didn't get them for free with your copy of the game (but you probably did, so...). Lair of the Shadow Broker is easily the best DLC mission in the series. Project Overlord and Arrival are also both good (though not as good as Lair of the Shadow Broker), and the latter leads directly into the events at the beginning of Mass Effect 3. The Firewalker Pack is nothing special and neither is the Normandy Crash Site, but both are free with the Cerberus Network.
For the first game, Bring Down the Sky is decent and, I think, worth playing. Pinnacle Station, meanwhile, is trash and is just a bunch of repetitive arena battles.