As I continue to play Fallout 3, it's occurred to me that one of the best things Fallout 3 does is start well. This is something Fallout 3 has in common with Bethesda's other recent classic, Oblivion.
The tutorial in Fallout 3 really gives you a feel for living in a vault. Your birthday presents are a hand-me down baseball and a single comic "with no missing pages". In other words, stuff that's been getting passed from person to person for 200 years.
When you escape the vault, you are immediately thrust into the game, encountering the town sheriff of Megaton, evil businessman Mr. Burke, amoral saloon owner Moriarty and drug-addled ex-prostitute Silver within the game's first 30 minutes (assuming you don't just kill everyone you meet- also a possibility).
These early encounters introduce you to the kinds of karmic choices you're going to be asked to make. Do you disarm the bomb at the center of Megaton or blow the place sky-high?
Do you ice Silver and give some of her caps to Moriarty or do you take some of her caps and lie to him about it? Or do you kill her, take her all her caps, then hack Moriarty's computer and steal the information you need from him anyway.
I'd also point out that the two closest "dungeons" to you at the beginning of the game, the Super-Duper Mart and Springvale Elementary School are two of the most evocative in the entire game. These aren't the endless metro tunnels, Vaults and caves you'll explore later. These are real places and are carefully crafted.
There's a special magic to a game that starts early.
Here I contrast Oblivion and Fallout 3 with most Final Fantasy games, which are notorious for starting terribly. I have a great affection for the FF series but the tutorials and early stages of their games are chores and are the biggest barrier to playing them multiple times.
While the initial tutorial in Fallout 3 can get old, the early stages of the game itself, when you make your way to Megaton and explore the nearby environs seems to just get better the second (ok let's be real, the 7th) time through.