I see you've mentioned Fallout 3 a few times...are you a fan of the Elder Scrolls games at all? I absolutely loved Morrowind, Oblivion not as much. Skyrim is really fun and beautiful, but it feels like it doesn't have quite the same "depth" as its predecessors.
I've only played Oblivion and Skyrim.
Walking around in both games is fun. In Skyrim when you pick a flower, it shows that you picked it; in Oblivion, the flowers look better. Skyrim maybe gets the edge here; it gets a lot out of its environment premise.
In both games, dungeons are not as good as wilderness. They are just too repetitive. They kind of tried to address this in Skyrim but it's still true, except that one place, that was cool. The Oblivion planes are cool very very briefly, then crazy repetitive. For a 2nd play-through, just never do anything on the main quest, and so much for that nonsense.
Combat in both games is bad. You have had the experience almost immediately. I would recommend that they try something drastically different there next time, or make a game with no combat.
Both games have bad interface problems. Oblivion is mostly okay but man you could do with a better way to sell stuff. In Skyrim you are horribly punished for wanting to make potions. And unreadable perk trees, what's up with that. Oh they're so pretty and awful.
It's cool that the world scales to meet your level, once you know about it. It's bad when you don't know about it, and they could have been clearer there. But you know, you will not see everything in your first play-through of Oblivion. You can start over, teleport to a random town you haven't hung out in, and be a 1st level adventurer there; you aren't stuck playing the easy areas, they are all easy. The way you get better at skills works well for some skills, not so well for others. I don't want the game telling me to just randomly cast light spells a lot so my illusion skill can go up.
They did a poor job on the perks in Skyrim, even ignoring the interface, but it's still nicer to have them than not.
Overall I enjoyed both games, would play another. Not an MMO, but a real game, sure. Shivering Isles was fun, it was sad that the main plot was so much like the Oblivion gates, and the dungeons again get real repetitive real fast, but the giant mushrooms keep you entertained for the duration. I haven't played any DLC.
Fallout 3 is a step up in almost all respects. Combat is not great but still way better. Exploring the world is great. The dungeons get repetitive, especially the ruined subways, but they stay entertaining for longer; like, this is just another vault, but they each have a gimmick. Building up your guy is more fun; the perks are way better (though still room for improvement there). The interface has no major problems, wtf. You don't get to pick flowers but well you can't have everything.
Fallout 3: New Vegas, sans DLC, sucks. The world sucks, that's the biggest thing. It just has so little to offer you.
I didn't try New Vegas until you could get a version with all the DLC. The first expansion, uh the hotel one, the environment outside is cute, would have made a nice section of F:NV, but the hotel is dull and overall it's not great. The second expansion, the canyon one, is very scenic and overall entertaining. The third expansion, the mad scientist crater, is fantastic, just fantastic. The fourth expansion, the uh bridge over the wasteland, is okay. So, to make New Vegas good, they could have combined all the DLC, focused on the mad scientist crater as the centerpiece, maybe a third of the map, had a nice section of canyon, another third, stuck the hotel outside area in a corner as one dungeon why not, had the 4th DLC as a subplot, and just had as little content from the actual New Vegas as possible.
