I'm using the pc version and I'm trying to clarify the order of the pc releases, I think this is it...

PC Releases
The Elder Scrolls IV: Oblivion
!The Elder Scrolls IV: Oblivion(Collectors Edition)
Downloadable content 1-7(over time)
The Elder Scrolls IV: Knights of Nine(DLC8)(Also includes DLC 1-7)
Downloadable content 8
The Elder Scrolls IV: Shivering Isles(Also includes DLC 1-8)
The Elder Scrolls IV: Shivering Isles(Also includes DLC 1-8)(Another version also?)
!The Elder Scrolls IV: Game of the Year Edition(Includes Oblivion, DLC 1-8, and SI)
!Downloadable content 9(Fighter's Stronghold)

Knights of the Nine itself is more than a downloadable content and less than an expansion pack, it's unique. It's not actually downloadable content though. Knights of the Nine package for pc also came out in retail for, and included all the downloadable content with it(DLC 1-7). If you count Knights of the Nine as DLC 8, it also got out by itself for pc the following month, December 2006. Later Shivering Isles disc came out, including DLC 1-8(including Knights of the Nine)......but I think there was an error and a 2nd version came out for the disc possibly. Later Game of the Year version game out, including DLC 1-8(w/Knights of the Nine), and Shivering Isles. After this they released one more DLC, DLC 9(Fighter's Stronghold).

So if you want pc version, get the ones I put a ! before the name.

This is the listing of all the downloadable content...
DLC 0 - 02-xx-06 - Dashboard theme(s), 2 Picture packs, Trailer(2 versions, free/seperate?)(Xbox 360 only?)(02-22-06?)
DLC 1 - 04-03-06 - Horse Armor
DLC 2 - 04-17-06 - The Orrery
DLC 3 - 04-24-06 - Wizard's Tower
DLC 4 - 05-22-06 - Thieve's Den
DLC 5 - 06-14-06 - Mehrune's Razor
DLC 6 - 07-13-06 - The Vile Lair
DLC 7 - 08-31-06 - Spell Tomes
DLC 8 - 11-21-06 - Knights of the Nine(Retail)(Not DLC?)(Later 12-04-06 as PC Download)
DLC 9 - 10-15-07 - Fighter's Stronghold

DLC 0 came out for Xbox 360 Live only, not a pc download, and possibly not for pc. It included some stuff, but PC/PS 3 don't need the Dashboard theme, and the trailer came out on the collectors editon(PC, Xbox 360) also. I'm not sure if the picture packs came out elsewhere. Then we got DLC 1-7. Then DLC 8 Knights of the Nine, which came out in retail boxed form including DLC 1-7, but not sure if Knights of the Nine is actually considered DLC 8....possibly, can you download it by itself through Xbox 360 Live? A month later it came out as a pc download. And 10 months later we got DLC 9(Fighter's Stronhold), which wasn't in any retail form.

I hope that clears up some stuff, but this is all only for the pc version. Xbox 360 and PS 3 have their own information. !!!