I didn't nuke Megaton. Why? Well...
First of all, it's a nicer place to live. I can't think of living in Tenpenny Tower because the only person that I can STAND is Herbert Dashwood. Plus, it'd take longer to get into my room, and if I wanted to help Roy Philips gank the place - which I did - I'd have to give up my humble abode.
Second, Megaton is a pretty central location, and fun to hang around. It has a phony-balony religion like the one in Beneath the Planet of the Apes, an eccentric shop-owner who may as well BE Kaylee from Firefly, and a faux Irishman that runs a tavern.
Third, Wasteland Survival Guide sidequests. True, you can get these whether you bomb the place or not, but I like having my source of dangerous fun to be located where I live, along with the ammo, the easy repairs, and where the trade route is as well.
Fourth, I like it when Three Dog sings my praises. He's just cool that way and all.