Fallout 1 is pretty dark, it has the best feel of a post-apocaliptic world. Everything is destroyed, people struggle etc. First visit in Junktown is like the total feel of the Fallout universe. Also some levels are realy realy grim, like The Glow, and the history behind it. It's realy a great RPG.
Fallout 2 is my fav i think. Lost some of the destruction feel, couse everything is almost rebuild. Bah, some places look like they werent even struck by the bombs. But it's realy realy realy good. Has some realy awesome characters (Marcus, Harold, etc.)
Fallout 3. Dont know why people hate on this game. It was brill. When i wished that they would make a 3D fallout back in those days, this would be that game.
Fallout: NV. Dont know yet, still playing. 30 hrs in, and tons left to do. What i dont like? Mojave feels realy empty. :/
Fallout Tactics is a gem. OK, its not an RPG realy like the old ones, but have the feel of Fallout so its totaly worth getting.