I didn't appreciate the characters of Dead Money the first time I went through it. I was so turned off by the atmosphere and mechanics (which I don't hate anymore, for whatever reason) that I just kind of rushed through the thing, neglecting to really get to know them. But in subsequent playthroughs? Wow. It's pretty crazy how different things can turn out based on how you interact with everyone, especially God/Dog. I've had a different ending for him every time I've played Dead Money, and that wasn't even through metagaming (where you purposefully try to see the different ending).
Related to Dead Money: I made a smart move my last playthrough of New Vegas (which I finished yesterday): I took the Light Step perk. Pretty much had Dead Money in mind when I did that, but I didn't regret it a bit. It actually synergized well with some of the other perks I took (pretty much all the ones that make you faster in light armor and faster while sneaking). So I could speedily sneak through areas without worrying about traps. Was a joy. I don't know why I fail so hard at seeing traps.