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Fallout 3 is one of my all time favorite games. I'd advice you to fully upgrade V.A.T.S. early on though so that the amount of real time melee and shooting is minimal because that's the weakest part of the game.

New Vegas is a solid game too and especially fans of Fallout 1+2 like the story and characters in NV way more than in 3.

I've tried 1 and 2 but not enough to tell you if you should start with one of those.