To get you started, try these mods. I have them running at the moment and the game looks fantastic, its a bit of work but well worth it. Then, as mentioned above, browse the newvegasnexus site and have a try of some others
Hi Res Textures:
Install this first -
ArchiveInvalidation Invalidated - the easiest way to get the game to recognise textures you add
http://newvegasnexus.com/downloads/file.php?id=35935
Then install -
4 Aces texture pack (you have to d/l it in parts)
http://www.moddb.com/mods/4aces-fnv-hires
Followed by -
NMC's texture pack
http://www.newvegasnexus.com/downloads/file.php?id=35645
and finally
New Vegas Redesigned - I love this mod, the guy that made it has redone nearly all the faces in the game to make them more realistic.
http://newvegasnexus.com/downloads/file.php?id=39218
Weather:
As mentioned above - Nevada Skies
http://www.newvegasnexus.com/downloads/file.php?id=35998
CLO custom light overlay (gives the image more depth)
http://www.newvegasnexus.com/downloads/file.php?id=36030
Depth of field -
http://www.newvegasnexus.com/downloads/file.php?id=35589
Misc:
Enables the game to use 4GB ram if yopu have it
http://www.newvegasnexus.com/downloads/file.php?id=35262
Fallout mod manager - I only use it to organise the order in which the mods load (The load order goes from top to bottom, always load Nevada Skies last)
http://www.newvegasnexus.com/downloads/file.php?id=36901
Enjoy!