-Go with guns your first time through. Seriously, there are a ton of 'em. The .357mag is your friend (especially Lucky and cowboy repeaters)
-There is no Big Guns skill anymore. Now, Flamers are energy weapons, Miniguns fit under "guns", and Missile Launchers are under "explosives".
-Enemies don't scale to your level as thoroughly anymore. There are a LOT of things you have absolutely no chance against until you're level 10 or so... Cazadors are evil even at max level (mostly because they exist in packs of 10 or more at times).
-there are a LOT more conversation options that can be solved with speech, barter, science, sneak, hell even guns, in this game.
-There are a lot of options for player housing, but it's generally best to just use Victor's Shack in Goodsprings until you get your suite on the Strip.
-...energy weapons don't actually suck, but they're not as immediately useful as guns, and they're only more powerful when you're willing to spend a whole lot of ammunition per shot. That said, plasma weapons are actually very powerful, negate damage resistance, and you can get some of 'em up to a 100% crit rate in VATS.