FO3 is a DX9 game. You were running on Windows 7, which is a DX11 system. There's been more than a few places I've seen it suggested that when DX9 games throw fits on Win7 machines that the user should install DX9 alongside it. Especially in a 64-bit environment. Since I haven't upgraded to Win7 yet I don't know if this advice works or not, but it might be something to consider for down the road.
For the record, Memtest86 is the utility of choice for stress testing RAM. My roommate was having some stability issues and random crashing on his box not too long ago that only happened when gaming. Surfing the net was fine. Like you, he tossed megabucks at the problem with a new case, PSU, CPU, HDD, and Mobo. Unsurprisingly, the issue followed him the whole way because he refused to replace/test the RAM because it was new. I kicked him off the box one night and ran the test, then dragged his ass to the screen and showed him the results - a failure in the 4th memory stick which only ever got touched when he ran memory low during gaming sessions. The kicker being that it was under warranty! So we packed it up and send it back to Corsair and a week later, new chips came. He's been gaming crash-free ever since. So it's worth checking.