Deathclaws are some scary s(censored) now, so stay away unless you've got something that can kill them real quick. I'm going through now exterminating them with Gauss sneak headshots and Multiplas Rifle for when they get too close for comfort.
On hair: You will need to pack both the hair and its EGM file into a BSA for the EGM to work. It's a bug that ThrottleKitty diagnosed when no one's hair EGMs were working. Other than that, straight ports from FO3 work.
You need to get the ATI Performance Fix DLL: http://www.newvegasnexus.com/downloads/file.php?id=34970
There's a bug with default Direct3D DLLs with FaceGen heads that causes major slowdown. Both nV and ATI cards have fixes, fortunately.
I tried two of those .dll's and the Main File I got flickering textures, like the wireframe was poking through.
Edit after quick re-test: Second one (Optional Files) looks like it works, now. Weird. We'll see how that goes.
Confession: Those Deathclaw pics were taken in god mode. They run so fast and I was only Level 5 :hehe:
It took me a good hour or so to take down all of them in the Quarry. http://img696.imageshack.us/img696/4585/24316089.jpg. She got really cranky when I killed her offspring. Fortunately for me I was standing on top of some sorter thing out of reach

Next play through I'll transfer Cynna over, seeing as Clio copied over perfectly, with no loss of eyebrows.