I know this has been discussed before, but this is the first time I tried it.
Started a new character, did the usual Goodsprings tutorial stuff, then decided to try shortcutting it to Vegas. At Level 3.
Primm Pass, not so good. Couldn't sneak by the blind Deathclaw, couldn't kill him either.
Hidden Valley, and out through Scorpion Gulch, was much easier. The scorpions were pretty easy to sneak by, or just run past.
Got hit a couple of times, would have made it through unscathed if I had used the Stealth Boy sooner.
You come out at Helios One, and it's an easy walk north to Vegas from there.
So you don't have to ride the "railroad" if you don't want to.