Regarding leveling, it’s important to play the game in the right order, especially Playthrough 2, as BL1 does not have a “reset all quests” option like BL2.
You can do most of the side missions in PT1, as otherwise you may struggle later in the game and some, like the Caves, will have Claptrap rescue missions which will reward you with essential extra SDUs.
Do ALL the Claptrap rescue missions. You really want those SDUs. They will all give you one in PT1 and the first five have a chance to give you one in PT2. This chance is increased if you have a full inventory before you hand the mission in. The Zombie and Claptrap DLCs also have Claptrap missions that will give you guaranteed SDUs in PT1 and PT2.
When to play the DLCs is a little tricky. If you do them all in PT1 then chances are high that you will be vastly over-leveled in PT2, so I tend to skip most of the DLC in PT1 and leave it to PT2.5, when everything will scale up and it will be more fun.
The only exception to this are the Claptrap missions. Luckily, the SDU in the Claptrap DLC is very near the beginning, but the one in the Zombie DLC is near the end. I recommend doing story only missions until you get to it, then quit and go back to main game. Come back for the rest in PT2.5.
The Knoxx DLC is a bit mean with its SDUs. It doesn’t always drop in PT1 or PT2.
In PT2, don’t do any side missions (except the first five Claptrap ones for the SDUs). Save them for PT2.5 when everything will scale up and it will be much more enjoyable. If you find yourself getting under-leveled I recommend that as the time to hunt for the SDus in the DLCs, not before.
PT2.5 is when the game gets really fun. Everything scales up so nothing will be a walkover. You won’t be able to do the story missions anymore, or any that you have already completed. That’s why it’s a good idea to save all side missions for PT2.5.
On a side note, don’t start the Zombie DLC until you have a decent fire weapon. You can kill zombies with anything, but Fire weapons will guarantee they won’t get up again! Once you get a Hellfire this DLC will be a breeze, especially in the areas where they really mob you (e.g. Dead Haven).
Until you get a decent corrosive like a Defiler or a Maliwan Crux, an excellent weapon to use against the Lance is Krom’s Sidearm. It’s a Shock three burst repeater and it tears them up. Best of all, it’s farmable so you can get higher versions as the game progresses.
Another good farmable weapon is the Roaster Rocket launcher, obtainable from killing Taylor Kobb during the story. It’s a pretty good Fire Rocket launcher and worth farming to get a good variant.
Good luck!
