As for me, I used quite a few mods and cheats to make the game better for me. Some of the mods I made or downloaded that I liked the most were still quite simple, but made some major changes to gameplay. For example, my favorite mod was simply to make various weapons with infinite magical charges. I never really liked the idea of limited amunition, and I often spent most of the game running around with magical weapons with no charges left (at least without using my mod). At high levels, it got so bad that sometimes you couldn't kill a single nether lich or equally tough enemy without running out of charges, making even Azura's Star not enough to keep your enchanted weapons full. So, my solution was to go looking for different magical enchantments in the editor, choose one that I felt was relatively balanced, and make a version of my own that had infinite charges, then stick some weapons with that enchantment on them in some location that I felt was safe and easy to reach.
My second favorite mod was definately the "plus5always" mod. I didn't make that one, but I found it via a "Hard Mode" guide on GameFAQs.com, and have made good use of it since. The premise is simple: you can either take the time to level up minor skills enough to make your level-up bonuses always be +5, or you can simply use this mod which made it so that if you would even have normally gotten a +2, now it's a +5. The mod then allowed you all the power you needed from careful leveling, but also allowed you to enjoy more of the immersion the game had to offer.
There are many more mods I've used as well, mostly having to do with changing the game mechanics for what I felt was the better. Some of the better ones I've used include making marksman criticals do the same or similar damage as melee criticals, giving myself the same bonuses as first-day vampires get (such as immunity to disease, poison, and paralysis) without having to actually be a vampire, boosting fatigue regeneration, doubling magicka regeneration, increasing unarmed damage until it became more viable as a primary skill and not just a backup weapon, and re-balanced greater and lesser powers so that they were more useful than mere spells with the same abilties. Some cheats I used including fixing game-breaking bugs (like being able to complete certain quests), as well as capping myself at level 30 (since rewards never get better after that), giving myself all spells so I don't have to go hunting all over for each and every character, giving myself a skill boost equal to the training boost I would have gotten had I not forgotten to train that level, and sometimes "borrowing" extra gold via the giveitem cheat (a.k.a. I would give myself some extra cash up front, and then try to get alot more gold than that later on - useful for starting out with slightly better gear, such as steel armor).
Anyways, those are some of the modifications I've made, primarily to Oblivion. I have played and beaten Morrowind, but my only real cheat back then was an item that gave magicka regen, so that's not much, and I've never played Fallout 3 (it's just not my type of game). So, then the question lies, what mods/cheats did you use?