PaladinHoss and I recently made a mini-derailing of the Skyrim thread when we started talking Fallout and the general consensus among the regular's was that the conversation should move here, which is dandy because I love me some Fallout talk!
I put a lot of hours into Fallout 3 and I'm still not convinced I'll never go back, it's a great game. Last time I played I had 3 characters all up, although only two really 'counted'.
My first character was a highly intelligent guy, I played him with no particular goal in mind but eventually he eventually turned to slavery and cannibalism. I never intended it that way, but he gradually became the worst thing in the Wasteland (although he never killed for the sake of killing). When the end came he did find some redemption in death, but when it turned out he'd survived it didn't take long to turn back to his old ways. He was easily my best dressed character with a cowboy hat, Colonel Autumn's coat and the Ghoul Mask. Wicked shot with the Lincoln Repeater too.
My second (and honestly, favorite) character was a really noble fellow. He was a good soldier in the Brotherhood of Steel eventually, and after the Enclave were defeated he dedicated himself to wandering the wastes, helping folks out and hunting the last remaining pockets of Enclave. I like him a lot because he wanders around in normal travel clothes, but throws on the Power Armor when there's a fight to be had.
My third character was a female who didn't care about anything but herself. She was quick to become a slaver and found Tenpenny Tower not long after. She made a lot of coin, got a sweet room in Tenpenny Tower. After that I didn't see much point in carrying on her story because she'd pretty much achieved her goal.