Set your Luck at 6 or above. If you do so, you will receive the effects of the Scrounger and Fortune Finder perks without actually having to activate them as perks. You also get a better chance to score a critical strike on an enemy.
Furthermore, make sure your agility is 6 or higher. It is really helpful when using VATS. Personally, I like to set mine at 7, because the FPS elements of Fallout 3 can be a bit quick and dirty. Early on, you might even die if you are a tad slow with the trigger finger.
Bloody Mess is a fun perk, but your computer may lag a bit if you have it activated. If you are playing on an Xbox 360, disregard this hint.
Lady Killer is possibly the most useless perk ever. I will only tell you that it won't work in the way that most heterosexual men want it to.
Fawkes is the best companion in the game, probably because he wields a Gatling Laser that never runs out of ammo. You meet him fairly late in the game, though, in the "Finding the Garden of Eden" quest.