Yeah, some PS3 gamers don't experience many problems at all with all of the DLC added while some end up sufficient problems to make the game unplayable. It seems to be tied to memory - the more a single character has done the more likely they are to run in to problems. I don't have a PS3 myself but it seems to me that the new content should be spread across several characters if possible.
New Vegas is being developed by Obsidian Entertainment and uses a modified version of the FO3 engine. As for doing a game for every state, that's just plain wrong. It wouldn't surprise me if Bethesda's next game takes place in a different region - possibly the Commonwealth (Massachusetts) but there are no plans to jump to a new state with each game. FO3 involves two states, three if you count the Pitt and four if you count the Operation Anchorage simulation.
Thanks, so where can I get the add ons?
I believe they're all on PSN, if you want a hardcopy you can pick up the Fallout 3 Game of the Year edition. The GOTY edition includes FO3 itself but its priced the same as the five DLC alone.