I usually pitch where the characters live and what weapons they keep to their match personality. For example, more of a survivalist will only keep the weapons they need and keep their home fairly stripped down to the essentials (food, what-not). On the flip side, a character who's obsessed with wealth and status will definitely be based in the Lucky 38 even though it's a huge pain to live in lacking a fast travel point (on consoles at least) - they also tend to hoard flashy weapons, clothes and wealth as well as luxury food and drugs to demonstrate their luxurious life style.
In terms of little quirks though, I tend not to bother. Unless collecting something really fits with a character and feels necessary, for me it's a bit of waste of time. I guess there's always levels of adherence to things that are supposed to make your character more "life-like" (which is a part of developing a quirk) but for me I don't care so much if they're life-like as long as they have interesting motivations - just like I would when reading a book or watching a film. I can remember somewhere on the Skyrim forums people saying things like they always take their armour off before swimming and make sure to have three meals a day and regular sleep - there's definitely a line where it feels less like escapism and more mundane (not saying that having a quirk is like that, but it depends how you enforce it on yourself - i.e. if you feel bad for not collecting the thing you think you should collect, in which case that would be a bit much for me).
Anyway, derail over. One thing I have made a habit of recently in New Vegas is getting Eulogy Jones' sweet hat off Rotface, but that's more because of how sweet it looks rather than it being character specific.