The best Borderlands DLC yet, but not without problems.
The most obvious addition/tweak are the vehicles. Gearbox have realized that no one puts the machine gun on their racer, so the slot for armament selection now lets you select what kind of vehicle to spawn. The racer remains, now permanently affixed with the rocket launcher and it is the fastest of the bunch. The first new vehicle you will get is the monster - a two-person armoured vehicle with a rather powerful missile launcher for the passenger to play with. The third and final vehicle is the lancer. It has the heaviest armour (approximately twice that of the racer), a ridiculously powerful lightning cannon for passenger #1, a mine launcher for passenger #2, and a "blast seat" that lets passenger #3 trigger an explosive shockwave that emanates from the lancer and smacks enemies within a short radius (total seating for four occupants). All of the lancer's firepower comes at a significant cost to speed - jumping ramps and fleeing enemies are not its strong points. ...With the racer's speed and the lancer's combat power, odds are you will decide that you like one of the two and never touch the middle-of-the-road monster again.
The Secret Armory of General Knoxx is very heavily vehicle-oriented. You start out in a town that is barely more than a service station, called T-Bone Junction. You cannot physically leave the town unless you are in a vehicle, and once you get out, there are only two directions that you can go. Whether you go north or south, you will have to contend with about ten kilometres of Crimson Lance roadblocks, infinitely spawning lancer patrols, and endless fountains of combat drones, all along a narrow stretch of highway suspended over a bottomless, instant-death chasm. The patrols and drones ensure that if you are separated from your vehicle, you will soon be separated from your life. Even if you aren't separated from your vehicle, if you hit a ramp the wrong way, you will plunge to your death.
None of that would be a problem if you could teleport to the areas beyond these obstacle courses once you discover them, but no. The only "New-U" station is in T-Bone Junction. Every time you load up the Secret Armory, you will have to run the gauntlet AGAIN to get anywhere. The tedium of this setup is alleviated mostly by the wide variety of enemies trying to stomp on your face each time you go by. Among the ranks of the Crimson Lance alone you will find mechs called Devastators, elemental troopers, medics, and "Rocketeers" sporting jetpacks on top of the already familiar Defenders, Engineers and Badasses.
The lack of teleporters is the biggest of several minor concerns. There are a few glitches, such as hitting invisible walls that shouldn't be there (you can just jump over them). I also think that there are more spelling and grammar errors in this one add-on than there are in the entire original game, but I'm just picky about that sort of thing. And it bears reiterating that most gamers will feel that falling to their death for the third frickin' time is awfully cheap (and, incidentally, expensive).
Don't let any of that put you off, though. Buyers will find that the Secret Armory of General Knoxx is full of fun missions, interesting characters, and more loot than you can possibly carry. A whole slew of new baddies are waiting to destroy your party, and you will not tire of massacring them any time soon. All-in-all, it's a worthy addition to Borderlands, and you would be doing yourself a disservice if you were to pass it up.