One of the things that makes this game such a fun role playing experience is the quests. If you thought quests were a bit thin on the ground in Fallout 3 well fear not, because there are tons of them in New Vegas. But the best compliment I can give the game is that it feels more like a follow up to Fallout 2 than Fallout 3 does. It uses some of the same familiar background music, and some characters make references to events and locations in Fallout 2. It's also set in the same part of the world. All in all I found it had much more of a Fallout feel.
This game is much tougher and more challenging than Fallout 3 because of the Damage Threshold of armour and monsters. There are some monsters that you simply will not be able to defeat until you get a really good gun. There also seems to be little or no level scaling. You can encounter high end monsters out there as soon as you venture out of the first town, and you WILL have to beat a hasty retreat on occasion, and by that I mean run screaming for your life. It reminded me of playing those oldskool games like Gothic 2 where running away from stuff simply came with the territory.
Another thing that makes combat significantly more challenging and deadly is the lack of Fallout 3's super weapons. There are no Nuka grenades, no alien blaster (unless you choose Wild Wasteland as a character trait) and bottlecap mines require an Explosive skill of 75 to make and the components are so rare you can make a maximum of about six of them. There is the Fatman but mininukes are very rare as well. The result of this is you can no longer rely on a super weapon to get yourself out of a jam. You've got to be prepared for this level of challenge or you will be very frustrated. A lot of people seem to run out into the desert as soon as they start and whine that they immediately get killed by some “impossible” monster. And this leads to frustrated outbursts of “This game sucks!”
And there's the optional Hardcore mode, which was a major talking point on the community boards prior to the games release. Well, it's a step in the right direction but it's less of a hardcore mode and simply more of a removal of the pathetic whimp mode that Fallout 3 was and this game's default mode is. I recommend enabling it especially if you enjoy role playing your character because it requires you eat, sleep and remain hydrated. The game prompts you if you'd like to enable it, and warns you that it's for experienced players only who seek an extra challenge. But really it's nothing to be intimidated by because food, water and stimpaks are so plentiful.
I only have two semi serious issues or disappointments. One is the map is smaller than expected. When you first open your Pipboy map you think “Wow, look at that, it's huge!” But what you don't know is that great swathes of the map are totally inaccessible and empty. It's not that big of a deal because the actual usable map is still plenty big. I am not sure if it's comparable to Fallout 3 in terms of acreage, but it's probably not anywhere as big as Fallout 3 if you take into account all the areas within the DC ruins and the subway system. And there are far fewer dungeons. Just remember the focus of this game is doing quests, not the largely pointless exploration and dungeon crawling of Fallout 3. But if would be nice if some areas of the world had the same feeling of remoteness that the Capital Wasteland had. If we're lucky they'll fill in those empty areas in future DLC.
The other issue I have is the radio. It's dreadful, really, really dreadful. The songs are god-awful (although to be fair that's just my opinion, but they really are) and there are not enough of them. The songs and newscasts are very repetitive. What's more all three stations seem to play the same songs so there is no variety, or any getting away from the one or two that you absolutely hate.
Aside from that I think it's a terrific game. There were some technical issues (ok, a lot of technical issues) but they seem to have been fixed with the patch but I'll admit the long load times do get frustrating.
One final point I'd like to make is some people believe that because it uses the same engine and models ect of Fallout 3 that it's not really a full game, it's “just a DLC with a full game price”. That argument has no basis in reality at all. It is a full game. I played for 140 hours, AND I purposely left out a few areas so I'll have something new to do in my next play through. I recommend doing that because you level up too fast and you'll hit the level cap before you finish everything.