Fallout 3 - by far.
(the following is a rant I made elsewhere a while back)
I've been playing New Vegas a lot and now have 2 and a half playthroughs done, about 100 hours in total. After this short amount of time, I feel like I've seen everything the game has to offer. Most map markers are hugely disappointing, consisting of shacks with nothing but an empty bottle, a campfire on a hill, an airport terminal with nothing but two cases of caps and some radscorpions, a few caves with not a single piece of loot or backstory in them... it feels so empty compared to the Capital Wasteland which had something new, unique and interesting over every hill.
There are no huge, detailed interiors like Nuka Cola Plant, Capital Building, Red Racer Factory, Springvale Elementary, Roosevelt Academy, The museums of History and Tech, National Archives, LOB Industries, Hubris comics... this was my favorite part of fallout 3 and all we have in New Vegas are a few vaults, 4 Casinos, Repcomm and an empty sewer
And then there's the atmosphere... Fallout 3 was haunting, beautiful and soulful. Standing on a ruined flyover watching the sun set over the burnt out forests and ruined Washington monument was just sublime. Nothing in Vegas gave me that same feeling or immersed me in its atmosphere like f3 did at any given moment. Just sand, sand, red rocks and more sand.