I played and loved all of them on the PC.
Of course, the last one being on Origin is shitty, but it was worth it. And isn't there the trilogy pack out nowadays?
Have fun, whatever platform you're playing them on.
Bigs: I actually purchased ALL the DLC for ALL 3 ME games on PC - have completed all of it in ME 1 and 2 - but haven't gone back to replay ME3 as of yet with the additional content... though have watched through Citadel... damn that's fanservice if I ever saw it! :D
MikeMaximus: Hehe i'm kinda embarassed to say I have too, I also bought all the Dragon Age: Origins DLC when each came out. Between Mass Effect and Dragon Age: Origins I think I spent as much as 1/3 my library on GOG.
Citadel DLC is so fucking cool, had so much fun. It's certainly worth it!
I also bought all (story) DLCs for DA:Origins and the ME games, but I haven't bought them for DA2, since you can do that only with Bioware points and there aren't any discounts. So with the money I'd spend on them, I could buy lots of games on GOG :D
But at some point, I'll probably get them before playing DA2.