The thing about Fallout 3 and New Vegas that separates them from other FPP games is that they really are RPGs. You're playing a character in a story with tons of side-quests but the way you play really is up to you and what skills you take. You can go heavy for Speechcraft, for instance, or Sneaking, or Hacking. You can play Melee or specialize in different types of guns. You can ruthless and evil or as a self-less hero.
The last time I played New Vegas, I completely wiped out the first town, including all the quest givers, and sided with a group of convicts.
Also, though I suggest being the games vanilla the first time, mods can add so much to both games. Check http://www.nexusmods.com/fallout3/? out. Some talented people have put in some incredible work, including fixing a lot of problems.
