Oblivion GOTY Edition- DLC before or after main game

I just won Oblivion GOTY Edition on EBAY. I don't have the game yet but, whenI get it should I install the DLC before playing the main game?

It shouldn't matter. There isn't any technical reason why installing the DLC first would be an issue, after all you can start a new game whenever you like and there aren't any issues with the DLC.