Fallout New Vegas is the best game I've played thus far in terms of offering an interesting world to explore. There was just so much content, so many things to find, so many enemies to run across. There were ambushes, there were events in towns, like the one that had been used as an "example" by The Legion, there were packs of roaming Nightstalkers, which signaled that it was time to get the hell out of dodge, there were caves, enemy camps, nests of outlaws, easter eggs, and even a town of Super-mutants.
One of the most awesome things I came across was when, by random chance, a caravan, a Legion patrol, an NCR patrol, and a pack of Nightstalkers all ran into each other at the same time. It was glorious. The Nightstalkers won, of course, but I was able to finish them off and get a ton of loot off the bodies.
I also like how some things change, like that one camp that's NCR but later you go back and they've all been killed.
I love that game. I need to play it again.
