According to Pete Hines, PC users will be the first to enjoy downloadable content for Fallout 3. From Videogamer.com:
Microsoft has confirmed that Fallout 3 will be the first title to
offer DLC through the newly announced Games for Windows LIVE
Pete Hines, vice president of public relations and
marketing for Bethesda Softworks commented: "Games for Windows LIVE
helps us expand the Fallout 3 universe and bring the full experience
directly to gamers. Through the Marketplace we now have a no-nonsense
way to deliver updates and great downloadable content. It's really a
complete package, and a great fit for Fallout 3."
I hope they make the game playable before any DLC comes out. A mega patch should be an absolute priority right now.