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If it's just side quests, I don't see it as such a big deal..if you wanted to complete EVERYTHING, just do it before you finish the game. The only games I find this useful in are Star Ocean types where there are dungeons to play after you beat the game.

Then again, I haven't played Fallout 3 (yet), so I don't know the scale of the main quests/side quests or the stipulations that go along with them.