@tkin How really 'is' Fallout 3?
Its probably the best game I've played in terms of gameplay, the game has so many choices that it feels like playing a MMORPG, the game may look a bit dull at start but there's a lot more to explore once you leave the vault, all the choices that you make affects the next set of missions and there's at least a dozen main endings depending on your choices. In the game the characters react to you according to the choices you made in earlier missions, this is my 3rd play through and it still feels new. The game also has awesome amounts of gore, and various weapons, you can even make your own weapons.
Just try it out.
BTW- This is mainly a RPG, although containing FPS elements, you'll actually have to think a lot before approaching events, its not point and shoot like COD series.
The game is completely open world, you're free to do whatever and whenever you wish to do.