Much prefered New Vegas to F3 although both were fine games. The writing in F3 was pretty bad, especially the main plot. Funnily enough the main plot quests in Skyrim and Oblivion featured terrible writing as well. It's something Obsidian are much better at. Pitty Bethesda won't give Obsidian an Elder Scrolls game, I'd love to see what they could do with it.
Something else Obsidian do better - all the companions in New Vegas had quests lines and loads of dialogue, whereas in Skyrim there were loads of companions with zero quests and about 3 lines of dialogue each. For such a big part of the game they were sadly one dimensional.
Also New Vegas had all the factions and multiple endings, which made it feel like you were having an impact on the world.