I never really got the story of Bioshock. IMO its more difficult for a shooter genre to convey a story then a RPG. With that in mind I will definitely say Fallout 3 as I identified with my character way more and also got a good feel for the story.
However I really feel that this kind of comparison is unfair as one is a shooter the other a RPG. I think a more better comparison will be MASS EFFECT V FALLOUT 3. In which case I definitely think Mass Effect story is way better.

It is better to die on one's feet
then live on one's knees







