Use fast travel
Sometimes traveling the Wasteland can be a pain in the ass; sometimes you are full on loot and decide you really need to travel back to your place to drop loot off, but you're out in the middle of nowhere and not even remotely close to the place you were headed. Just find some kind of nearby landmark that unlocks a fast travel spot nearby so that you can quickly pop over, drop off your stuff, and come right back instantly. Going off the beaten path like this might also help you find new areas and adventures you otherwise wouldn't have seen.
Study the stats, perks, and abilities
Fallout 3 is one of those games where you can screw up your character pretty well. No, it's not like Oblivion where getting really good at running and jumping when those skills were major ones would cause you to be grossly underpowered compared to the monsters. No, instead you could be manually putting your skill points, stats, and perks in all the wrong places. I don't recommend you try and become a jack of all trades in Fallout 3, as you won't really have enough points to distribute. Pick a character type that interests you (V.A.T.S cowboy, barbarian, smooth talker, stealthy ninja, and the like) that makes good use of 4-5 skills, 2-3 stats, and use perks that complement those abilities.
Use V.A.T.S. all you can
This is especially true on the 360 where there's no auto-aim at all: V.A.T.S. will get you through a lot of tough situations. Sure, using it at long distances can sometimes be frustrating (why would I use V.A.T.S. which is giving me 20% to hit this sniper's torso when I can easily hit him on my own?), but it is really helpful at keeping your aim on point at short and medium ranges. Every combat-oriented character should be using V.A.T.S. and dropping points into at least a few perks to help it out. Another plus is that if you're in V.A.T.S., you're invincible until it ends, so you can actually start it then pop off a single shot to carefully avoid direct damage from any weapon, even explosives.
Scrounger
Scrounger is a great perk. It yields more ammo when you're searching through containers throughout the Wasteland. Now, that's pretty handy on its own, and it's almost a requirement for people playing on Very Hard difficulty (where enemies require more hits before they'll go down), but there's one last thing. You can also sell the ammo you're not going to use for some pretty appreciable profits! (And if you run out of ammo for some reason, remember that the Rock-It launcher, which can be built by talking to Moira in Megaton, can fire out all those junk items in the game and continually be re-used.) At the very least, sell the ammo for guns you don't use in order to buy ammo for the ones you do. And that leads us to the next tip...
Ammo weighs nothing
I guess Bethesda didn't want people to have to worry about all the ammo they'd have to carry or making players budget out weight allowances, so they made all ammo weigh zero. This is helpful, as it's a good source of cash if you just don't like certain guns. What this also means, though, is that if you carry a nice wide range of guns, you'll have all of that ammo on hand for combat situations. If you really love just your Assault Rifle and 10mm SMG, it's going to suck when you run out of ammo in the middle of a dungeon and don't have the weapons to use all that ammo you're carrying!
Lockpick and Science skills
Lockpick skill is pretty important to have in Fallout 3 if you're interested in maximizing the amount of loot you get. Science is better for those who are trying to dig up all the lore. (For a combat build, you really only need one of the two - that way you can spend more points in combat skills.) Many of the safes in the game can be opened either with direct lockpicking or with a nearby computer, but there are still a good number of areas that require high skill in one or the other to get into.
The Difficulty setting
The difficulty setting can be set as Easy, Normal, Hard, or Very Hard. The biggest effect increasing it will have is the increased health of enemies, but the interesting twist is that experience gotten from enemies is also increased. What this means for you is that a good player on Very Hard will get to level 20 quicker than someone on Easy or Normal - this is a good thing, so I recommend people to turn up the difficulty if they can handle it. Overall, a good shooter player will find Very Hard on the PC version to be not too tough at all, but I do think the Scrounger perk at level 8 is pretty much a must-have. The enemies take many more shots to kill them, so you'll need Scrounger just to keep up on ammo.
