Varying difficulty hurts a little, but it's a great start to the Fallout: New Vegas DLC adventure.
The DLC starts out with you investigating an abandoned bunker, belonging to The Brotherhood of Steel. However, in there you get tranquilized, and taken away. When you wake up, your greeted by a hologram of Father Elijah, who found it conveniently to place a bomb collar around your neck, so you can do his bidding. You're taken to Sierra Madre, a Casino environment that was meant to be a paradise, were it not for a certain war. Elijah wants you to gather 3 other unlucky people who's been captured and together you have to make a heist on the casino. Sounds like a strange heist story, but the characters are likeable and it does get more intriguing as you get further into the game.
As for the gameplay, there is a slight change. Besides the collar, the enemies have to be dismembered if they are to be killed, similar to Dead Space. It's easier than you think, given the Fallout mechanics. If you can't dismember someone with your Vats, you can always grab some melee weapons and start hacking limbs away. Despite what some people might say, they aren't exactly that difficult to defeat either. Just get the Police Pistol, or a good set of Spiked Gloves or Knife Spears and you'll be fine. Ammo can be limited in certain spots, so it's recommended to have high skills in unarmed and melee combat, before entering.
The whole Sierra Madre environment is a dangerous one. Not only being populated with these new enemies (Ghosts), there's also holographic security in the buildings, encouraging players to sneak their way through parts of the DLC. There's also poison clouds scattered around, though they can be completely avoided. If you're playing on Hardcore, the air will be poisonous, so be extra careful in combat.
Another minor change is the various conversations with the characters. Their way longer than your usual Fallout conversation, but there's a small focus on them, as they'll either help you, or turn against you, in the end. It works well.
What Dead Money suffers from, is its varying difficulty. The enemies are easy enough, so they don't turn into that big of a threat as you might think, and you should easily be able to kill several in a row, even if you're not in level 20, as recommended. That being said though, as limited as the ammo can be, there is one part that sends a huge wave of enemies at you, which seems a bit unfair, though you can always out run them. The collar has a few issues too. As a unexpected side effect, your collar get's affected by the various radios scattered throughout. It can make some parts incredibly annoying, as they seemingly are placed very randomly and often in places, which would be very hard to discover right away, creating some unfair sections.
There's also isn't a lot to do when all is said and done. There's no reward given for completing it (besides the benefit of the DLC automatically raising the level cap to 35), and there isn't a lot to find in Sierra Madre either. And once you leave the place, at the end, you can never go back, which is a bit strange. Yet, it should take around 6-8 hours to complete it and for $10, it's a great deal.
The environments look gritty and dark, and there's a real sense of what the place should have been, which adds a bit more immersion to the whole setting. It helps that the atmosphere is excellent, setting a somewhat scary and dark tone to the entire DLC. The music helps a lot too, with some of the later pieces even sounding like something from Silent Hill, and for Fallout fans, there's a certain piece that appears in the game.
The varying difficulty in Dead money is annoying, and the collar can be really annoying with the radio, but when all is said and done, Dead Money is a great start for the DLC round for Fallout: New Vegas, and $10 for a 6-8 hour experience, is a great deal.