Bethesda excels in creating an immersive world with a mood, but their writers are hilariously weak. They'll put a lot of attention to small details and aesthetic while cramming the plot and narrative down your throat like you're too daft to pick up on subtleties. It tells you what to think, and how, and the way you're going to do it. Fallout 3 especially is guilty of giving you two-dimensional factions, telling you countless times which one was good right off the bat, and then not letting you figure anything out for yourself other than the fact that James worked for the Enclave. It outright tells you everything else, often repeatedly.
New Vegas blows Beth's fallout out of the water, writing wise, in that it's not spoonfeeding you everything, because it assumes you can pick up on all of it yourself. It sort of bases itself in having factions that aren't 100% good or 100% evil. Granted, it has its moments of forced moral ambiguity (comparing the Legion to House, that one stock phrase troopers say about blood and peace efforts in reference to Nelson), but overall it does pretty well at not telling you who to root for and it certainly doesn't force you to think one way or another.
There's nothing quite like starting up a Bethesda Fallout. Stepping outside of Vault 101 in F3 still floors me time and time again because it's so beautifully put together, music and world and all. The only time i've been disappointed in a world Bethesda built was Nuka World, which for some reason really felt lacking in the visual worldbuilding department.