The first time I played it, I missed a lot of stuff and had a ball. 120 hours in, I realised once I started the final mission that my game was about to end, and so I ran off to do other stuff. I could never get that mission to restart after that, and ended up doing a walkthrough the second time around. But I don't regret playing the first time around, it made the second that much better.
Who cares if you blew Megaton up, or shot someone at Tenpenny Tower, or killed someone you shouldn't have? Just make sure it doesn't happen when you do it the next time. I can understand where you are coming from, but I think you are depriving yourself of the best aspect of the game - to explore the map and figure it out for yourself.