See, I felt the exact opposite. Don't get me wrong, I liked the epilogue at the end telling what happens to everyone and such. I beat the game twice, once for Legion and once for NCR, and I have to say, that I felt like I hadn't really accomplished anything. I mean sure, I made changes and helped people and whatnot, but I never really felt close to anyone in the game. In fact, I think the only people I felt close to at all were Caesar and Veronica, although I really liked Raul too. I felt that Caesar was the only person that really respected my character for what he was able to accomplish and treated him really well, I thought Veronica was a good character and liked her, and Raul's sense of humor is pretty close to my own, so naturally I felt a little bit of a connection with him.
Overall though, I wouldn't say it was really a bad game, I just didn't get as in to it as I did Fallout 3 for some reason. I think that they should have done something different about the karma system in it. Because in my experiences, you pretty much only lost karma when you stole or killed non-aligned people, whereas the only way to really gain good karma was to kill the powdergangers and whatnot. I liked the reputation system, but I think it needs to be tweaked a bit, and I really liked the gun modification system.
The biggest thing that annoyed me about the game was it's apparent lack of side quests. I say this because it seems like no matter what you do, there is nothing you can do in New Vegas that doesn't ultimately effect one of the major players. Because of this, I felt that the game wasn't as open as Fallout 3 and that I pretty much had to choose a side and stick with them through the whole game. Also, I hate the NCR. Not their ideas, not even really their methods, I hate the bureaucracy.
EDIT: Also, there was nothing I found more satisfying in the game than taking out the NCR President with the anti-materiel rifle from the scaffolding on the side of the damn. I can just imagine the look of horror on the crowd's faces when all of the sudden they're covered in president sashimi. I could barely see him through my scope, and I wanted to make sure that the job got done. It was also my only kill in the game with that gun. I pretty much only used the marksman carbine and a silenced sniper rifle for the rest. Although the sniper rifle was more like my assault rifle when I stormed the damn. By the time I finished the game, I was wearing nothing but my underwear (my armor was trached), my 1st recon beret, and my aviators. I popped every head of every black armored ranger I saw. Good times.