Yeah, once the MQ in F1 is done, the game is over - so yes, do all the sidequests and everything else you want before venturing forth and finishing the game. Fallout 2, however, allows you to continue after the end credits have rolled.
Get the mod that makes the game playable after the last convo with Overseer
2. If your lucky you can run of of the vault 13 cave before the credits play and you can continue playing, only draw back is that you can never go bacck to vault 13 again cause the game will end D: