Fallout New Vegas to me, forces me to do the Main quest up until I deal with Benny, after that then who knows. I know that you don't have to do the main quest at any point as you could spend the rest of your days in Goodsprings but it just feels like a Gullotine is over your head.
Interesting ideas for Roleplaying. You could be a Merc that does missions for caps, a Doctor that helps people by collecting all the bad chems and storing them in an underground Deathclaw cave, A Brotherhood Of Steel Member that's an outcast because he commited a crime or was framed for a crime that he/she didn't commit.