Lair of the Shadow Broker was, IMO, the best ME2 DLC.
I really liked Overlord too, but Lair had the advantage of filling in some real story gaps, instead of being a self-contained subplot. You finally find out why Liara's so standoffish (assuming romance), and you finally get a chance to actually TALK to her.
I found the writing was great as well. A couple hilarious little stabs at ME1 ("Remember when all you needed was to slap a little omni-gel on?"), and Shepherd, even if you play him/her Paragon, doesn't just let Liara get away with it all without comment.
As noted elsewhere, the post-mission reward is both awesome and hilarious. Be sure to read all the dossiers. They're a hoot.