Just finished it after a marathon session. Didn't manage to get all the warheads and I'm missing one log, but based on the others I'm not sure how much more I'll learn.
As everyone has said, it is very atmospheric and very linear. . I didn't have a problem with the linearity because it was expected and because HH and OWB exhausted any appetite I had for fetch quests in another DLC. The atmosphere is very subdued and haunting, like DM. I left my radio off the entire time and just listened to my footsteps and the howling wind.
The environments are excellent, well thought-out and very fun to play through, with lots of nooks and crannies to poke your head into. Linear doesn't mean the entire thing is in a hallway, there are still some fairly large open spaces, so snipers aren't completely screwed. Linear does mean that there will be set pieces and one in particular is really cool. My favorite section has been the High Rd.
Ulysses is great. Often annoyingly vague, but still a really excellent character. It's an absolute shame he wasn't in NV, because he could have been the one really good reason to go Legion (besides to murder everyone).
The new weapons are pretty "meh"(except for 2), the new perks are decent, and the new recipes are useful, if pretty boring. Really, do we need more ways to increase poison resistance? The new armors are cool, I guess. They all kinda look the same; little variation.
Combat is the same, as always, so if you don't like it you're screwed. For pacifist characters, don't bother; there are very few speech checks and none to get you around any obstacles or enemies.
My biggest complaint is pretty spoilery so I won't post about it till later. But it didn't kill my enjoyment of the DLC, you should definitely walk this last road, if you can.