I had the same problem with the blowing up of Megaton in FO3 that many people did - I frankly couldn't stomach it. The first time I tried to play through the game, I started as basically neutral and went for the house in Megaton, but my game screwed up. So I started over, as a good character. That's the game I've put the most time into, and I feel good about most of my game decisions, but I've occasionally had moments of petty frustration that I couldn't just kill annoying people in Megaton.
So I recently started an evil game. I had no trouble stealing, and was only slightly queasy about the cold-blooded murder of people for caps. I've already had the Megaton house, so I thought that in the interest of truly doing a different game, I'd blow up Megaton. And it was pretty. But then I went to the ruins and felt so, so sick just looking at them. I reloaded from a waaaay earlier save and lost a ton of progress. I reasoned, though, that blowing up Megaton wasn't so much "evil" as it was "stupid and self-defeating" when there's so many people in Megaton to rob.
Another moment, actually early on in my "good" game: since I wasn't stealing much and hadn't completed too many quests yet, I was constantly struggling for caps. I naively decided that Crazy Wolfgang was the least valuable merchant - he just has junk, right? I can find junk myself, right? - so I killed him out in the wastes for his caps, inventory and roving trader outfit. I felt bad when his brahmin started to freak out, so I tried hard to kill it and eliminate the only witness. Except the stupid thing was so hard to kill that I was running out of ammo trying. So I walked away and left it.
Much later - long after I'd lost a save before that murder - I discovered the brahmin waiting in the square at Canterbury Commons for his owner that was never coming back. The worst part was how everyone in the Commons was kind to me, not having witnessed the brutal murder. Only the one silent witness, placidly standing there every time I visited. I could even use the brahmin to store some of my stuff when I was traveling that corner of the map. Oh god, so awful.
And finally, Heavy Rain. I spent a solid 20 minutes trying to talk a guy into putting a gun down, and then panicked when I saw him reach into his coat for something, and shot him instantly. When the object turned out to be a crucifix and not a weapon, I turned the game off because I couldn't handle the fact that I'd just shot an unarmed man because I'd thought he might have a gun. I spent a long time thinking about what that might have said about me, and if I could have done anything differently.