I've been playing through Fallout 3 for the past few days, and was a bit worried that it might be like Oblivion (which bored the tits off me). However, I have to say that it is utterly absorbing and a fantastic way to kill off any spare time you may have.
Everywhere is open at the start of the game, so I've not really bothered with the quests yet, instead I've been wandering around the Capital Wasteland finding new places to mark off on my map and consequently looting them. Taking everything like some sort of mental kleptomanic, then hoarding the good bits in my Megatown house, and selling the shite so I can buy tons and tons of ammo for all my hoarded weapons that I'll probably never use, but it really does seem to be the sensible to do when you're stuck 200-odd years in the future in a post-apocalytic nuclear wasteland.
I've also been amassing a collection of hats and displaying them on the desk back at my gaff, though some of them won't stand up nicely so it ruins the asthetic a little.