1. No fast travel. I like to set up several quest situations after a while so that wherever I may go, there will be a relevant quest to deal with. It's fun after a while to just roam around where you feel like going, as in "gee, I haven't been there for a while".
2. I play on "normal" setting, mainly because a couple of .44 magnum rounds to the head should KILL A COYOTE, thank you. It's more realistic to make your character more vulnerable rather than make the game so hard you need nukes to kill a bloatfly.
3. I don't use any armor above "10" DT. Most of the time I wear generic outfits, like leather or heck, if you find the game too easy just truck around in your underwear.
4. I don't limit my firepower to balance the underwear issue out.
5. I'm tempted to try the DID (dead is dead) strategy; in the meantime I allow my character nine lives; I keep track and on death number 10 my character is retired, unless it's the final battle with the Legion (I mean, c'mon)
6. I try and get all companions and give them all a fair amount of time; however, I sometimes go on a quest without them.
So add your own thoughts on your playing style, I'd like to hear about them.