I love the Tales of Two Wastelands mod. It imports Fallout 3 and it's DLC in to the much more stable NV engine. You can then start in F3, finish it and it's DLC (F3 and it's DLC are a requirement for TTW), then hop a 9 year (i think) train ride to New Vegas, where you can start that game and it's DLC. The bonus being you can level up to the cap, and bring all your gear in to New Vegas.