Now that I've had more of a chance to play with Fallout 3, probably more so than is healthy, let me just say that I'm loving it so far.
I've just finished up with the Wasteland Survival Guide (needed to bump up my Science skill quite a bit to get the "special" rewards for each task, but it was worth it, and I suspect it'll pay off more as I go) and the Galaxy News Radio quests (BEFORE I read this thread again and found out I could have circumvented it while I was in Rivet City
), and of course, I disarmed the bomb, but otherwise I've mostly been ignoring the side quests.
So far, I've mostly built up my guy as a sort of sneaky gunman with a major heroic streak, a nice hat, and a LOT of guns! At closer ranges I've mostly been using the Assault Rifle since I can easily find lots of ammo for it, but I've been having great fun popping heads from the shadows with my Hunting Rifle of DOOM!
Which brings me to one little piece of advice: if you use VATS with any degree of frequency, GET EITHER THE GUNSLINGER OR COMMANDO PERKS ASA-#*@&ING-P, cause they aren't kidding when they say that they significantly increase your accuracy in VATS mode. For long-range sniping, you'll still need to be good at aiming the old fashioned way, but for fast and frantic firefights, getting those headshots in a hurry can mean the difference between an easy win and burning a whole lot of ammo and stims.
Anyway, that's my spiel for now, apologies for the rambling!