Arrival and LotSB adjust the dialogue slightly so they make sense whenever you play them, but ideally they should be left until after the Suicide Mission. Arrival in particular is designed to be the last thing you do, as it's more a prologue to ME3 than an epilogue to ME2.
Firewalker and Overlord have entirely self-contained plots, and can be done mid-game.
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"I'm Commander Shepard, and you're standing in the biggest library in Citadel Space. Look me up."