Though a player that intends to specialize in Heavy Armor may wish to visit for a single point of training from a book, The Knights of the Nine. The location does not seem to have any quests to which you'd loose access.
The only Change that may leave you feeling that you've missed out on something is that loading skyrim-dawnguard and reaching level 10 will cause the Hall of the Vigilant to have been sacked by vampires. to both cut down on the muggings by the faction I'm working against and because I find that uncontrolled vampires do more damage to the populations of my cities than do uncontrolled dragons. I don't generally focus specifically on the main story lines in any order, but I frequently find myself finishing the dawnguard story-line before I finish the main Skyrim story line.
The fact that some of the foes you'll face in the wilds of Solstheim are a little tougher than those on the mainland may encourage you to face the challenges of skyrim-dragonborn a little later. In general, each DLC adds content to the game and they can all be safely installed and played at the same time.
