Fallout 3 was my first roleplaying game period. I saw the Prima Games guide at my library and then I bought my friend's PS3 from him and a new copy.
PS3 was easily the worst way to play that game, but I did not care.
I eventually played New Vegas, and I would say I like that game more. But, I don't think it ever recreated the feeling I had stepping out of Vault 101 for the first time.
I don't think any Fallout will quite live up to exiting 101. There's the history there, both played through and implied, the level of threat you face, choices to be made... You fight your way through, say goodbye, possibly while asking your best friend to come with you, and step out into...
Peaceful nothingness. No gunshots, no ones following you. From tight corridors to open space, a ceiling to the sky, cold steel to warm stone underneath your feet. Your radio springs to life, picking up the Enclave station quickly followed by GNR a few steps away. Springvale and Megaton off in the distance, setting a natural course.
It gives you a narrow, linear corridor and then says "Here it is. Welcome to the world". Something Oblivion also did, but not quite to the cinematic level Fallout 3 provided.
It was revealed from a court case where Bethesda's roadmap was made public. I think recently it's been confirmed it's still being released, and that it has something to do with Unreal Engine 5.