I'm not sure how it works in the GOTY edition, but if you purchase the expansion packs separately then the missions will appear in your quest log automatically (after a text box pop-up describing some radio signal or something similar).
The only expansion which ties into the main story is Broken Steel - it is an extension of the main storyline beyond the regular ending, and allows you to continue playing after completing the main quest line (unlike the original).
The others are all totally standalone, all taking place in alternate locations to the Capital Wasteland, and so it makes no difference to the main story when you start them.
In terms of toughness - Point Lookout definitely has the hardest enemies to fight, so I would tackle that one later on. The others are fairly playable at any decent level I think.
It's only possible for S.P.E.C.I.A.L. with Broken Steel. You need 70 points to max out stats. Without Broken Steel, there's a total of 40 points baseline, plus another 10 available through 10 ranks of Intense Training, and another 3-6 points from quest perks and gear typically. You could squeeze out another 4 points only at night with the Night Person perk, but that still leaves you 10 short, and that's with a specific equipment setup.
Skills are easy, and should be possible to max out in vanilla - just read books, find all the bobbleheads, start with 10 Int, and take all the early skill growth perks like Educated and Comprehension. You don't even really need any specific skill growth plan. If you're diligent about getting Books and Bobbles, you'll find yourself at 100 in all skills well before level 30. In particular, take note of the potentially infinite copies of Big Guns and Science books, which can make things a little bit easier as you'll have to hunt down fewer of the others.
With Comprehension and bobbleheads, 60 points are available for every skill, but you don't even need that many. With Educated and 10 Int, you'll receive 20 skill points for 4 levels, and 23 for your next 16, giving you far more skill points than you'll need. Just remember to never increase a skill past 90 before you've found it's bobblehead (80 for Speech thanks to Yew's Bear Charm, and plan ahead for any perks you'll be taking later that will increase skills (i.e. don't max Energy Weapons before taking Cyborg if you intend to).
As for getting 10 in all S.P.E.C.I.A.L. stats, you'll need to avoid picking up the 7 S.P.E.C.I.A.L. bobbleheads until you reach level 30. At level 30, take the "Almost Perfect" perk, which will set all your stats to 9. Then go pick up the 7 bobbles. Voila, you have 10's across the board.
Best Answer
The two most populated areas full of Deathclaws would be Old Olney and the Deathclaw Sanctuary.