^Interesting, when I got to it with my Infiltrator playthrough, my thinking was that Citadel should go *before* Thessia. the idea being that the ship had just been in a major fleet battle (hence the need for maintenance) and everyone is on a high after taking down a second destroyer. I guess I just can't see anyone in a party mood after Thessia. Plus of course you're called back to the Citadel by the Asari councillor prior to that mission anyway.
Omega and Leviathan can fit just about anywhere, but I tend to place Omega before the coup attempt to make it seem as if the coup was a reaction to the increased pressure and losing their free reign of the terminus systems. My original thought was that it'd be between Sanctuary and Cronos as part of the "take down Cerberus" campaign. Indeed, had it been part of the main game I'd have had Omega being where you get the location of Cronos, but as it stands the lack of Normandy/squadmate involvement rather spoils it from a narrative perspective.
Leviathan...it's a bit harder to place, but I think the best place is after the Asari monastery (so not to spoil the Banshee reveal) but before Rannoch. Of course the way the quest chain works you can spread it out across the whole game, which actually might work better as a sort of running sub-plot.
Either way, in my mind once Thessia falls the game enters the final act and the plot starts to go at a dead run. At which point, if it were a book, film or TV series I don't think the story needs any more side stories or other distractions, so I like all the DLC over and done with by then.
The party is the only exception to that as tonally, it best fits *after* playing the ending. I won't pretend that Shepard survives and everything turned out fine, so if I ever do it that way, it's hallucination/afterlife type situation...since, after all, you *do* meet Garrus at the bar.....