Not going to lie, I absolutely love Red Dead; I'm one trophy away from Platinum on the PS3. My only complaint is that the online XP you get is very little compared to the required XP to level, making it an enormous grind. My only missing trophy is the 'Max Rank in Multiplayer' one, and it feels like I'm never going to get it
In regards to the Undead Nightmare though, it's really good. I hesitated in picking it up because I thought that they were doing it just because Zombies are the 'in' thing, but I haven't regret it at all. Fantastic add on to Red Dead.