Fallout New Vegas felt to me to be about who you serve, whereas Fallout 3 was about why you serve. In New Vegas, I often stopped and thought "Why on earth is this Courier aiding the Legion? Or the NCR? Or Mr House?" I found it hard to come up with a reason, whereas if I chose to go it alone against all three, I can say "I'm an anarchist who wants to watch the world burn" or "I'm an egotist, it all should belong to me" or "I care about these folks, but these three groups ultimately don't; I should screw all three groups over". As a result, I find the three established factions unworthy of my aid because either I can see where they're going and why and don't like it (NCR and Legion; the locals really, I mean REALLY don't want you, I don't really benefit, so why should I?) or I can't (Mr House; he never says a thing, so really could my character trust him? I mean, for all I know, he'll dispose of me once he's won.)
In Fallout 3, you grew up in the Vault, so dad is all you really know; perhaps you keep going because you care, or because you're simply curious to see where it ends or maybe because you want revenge. If you don't care, you can wander off into the wasteland, uncaring about your missing father and immerse yourself in its intricacies, perhaps one day stumbling back upon the trail and deciding to see where it ultimately goes. In Fallout New Vegas, I can't help but feel all roads lead to Rome, I mean New Vegas; you HAVE to go there, else most game feels ancillary.
Ultimately I find both game's storylines rather unsatisfactory in comparison with the core games; they have their moments, but ultimately they often don't give me a reason; I do them because that's what will further the story, nothing else. Contrast that with the side missions where I don't have to do them, but perhaps there is reward to be had, because my character is supposed to be the good guy who helps out or simply because they're a curious Vault dweller who thinks this is a good way to see more of the world. And if I decide to turn round, give them a digit salute and a wall of lead, it won't prevent me from getting to the ending...
Anyway, I tired and therefore rambling. Apologies if this doesn't make the sense I intended it to make.