I enjoyed Old World Blues because it brought the crazy morally-impaired Science (SCIENCE!!!) back. The entire Fallout series stands out in my opinion because they have a whole background of just crazy inventions, weapons, and science (SCIENCE!!!) that people in the 50's took for granted would be around in the next century.
Honest Hearts was short, and too preachy in my opinion. No one has ever really proven the 'violence begets violence' maxim to me, and the entire concept of 'oh, it's much better to run away, probably losing loved ones to the desert, disease, and whatever happens to be at our next destination than to actually raise a hand to defend ourselves!'. I disagree, sir. I disagree strongly.
Lonesome Road...I liked it, but. On the one hand, it had to be there to tie up all the loose 'and then there was this other Courier, but in the main game nothing happens with that' subplot. On the other hand, going somewhere and being harangued about things that A) happened before the player hit the start button, and has never been brought up before and B) wasn't even intentional on the Courier's part is a little silly. To me, it came off like a crazy hobo screaming at you about what you did in a past life when you were Ghengis Khan.
Ulysses: "And you brought...dramatic pause...an Old World Device...dramatic pause...and it woke up the slumbering nuclear giants..."
Courier: "First, I don't remember any of this happening, and if it did why don't I have any of the cool items that are lying around here? Think I'd have started with better armor if I'd been here before. Second, did the 'device' I brought here say 'Nuclear Missle Detonator' on it somewhere and I missed it? I'm fairly sure if I had the slightest idea a random package would set off underground nukes, I'd have left it at home."
Ulysees: "Maybe you didn't know...dramatic pause...but you're to blame."
Courier: "...that's like blaming someone for a lightning-strike causing a forest fire because they use electricity in their home. No, that's like blaming a heart surgeon who installed a pacemaker for the patient then going and killing someone. Seriously, how would anyone, ever, know that a random metal shoebox has magical powers to launch nuclear weapons from an underground facility nobody knew was here???"
Dead Money:
I liked the challenge to it, and it really did make you work for it. What I didn't like was that in trying to make it a challenge for 'all levels' they really made it a giant pain in the ass at lower levels, and still a moderate pain in the ass at high levels. It had some good ideas, and some neat items, but in the end the writers made a lot of assumptions about my character which constantly made my teeth grind.
I tend to play ranged characters, so when I got to Dead Money I was a stone killer with any form of firearm. I was weak in melee, but hey- I specialized in guns, why would I need to...oh, I see, I get one weak-ass weapon I can barely use...and next to no ammo. Ah.
Well, at least I'm good enough I can go for head-shots and conserve...oh, you made all the enemies immune to extra headshot damage?
It just seemed forced. Like they forced me to use a different playstyle and forced me to do things their way, no matter what I wanted to do. Heck on a different playthrough I pimped out my Melee abilities, and guess how well I did? Pretty darned well, as I mowed down Ghost Men like grass.