I hit the point of no return message today on the Mr. House questline, what side quests, locations, and weapons do I need to go to before I go to Hoover Dam?

Do you mean which extra quests will have an effect on the last mission?
Not many, the Khans quests could be the only one.

If you mean which will effect the epilogue credits.
NCRCF, powder gangers.
House.
Kings.
Khans.
Powder gangers in the vault.
Primm.
Novac, and the repconn rocket site.
Boomers.
Killing all four fiend leaders.

I think if you take care of the cattle baron in the Ultra Luxe it pops up one too.

If you just want to do all the quests completely http://fallout.wikia.com/wiki/Fallout:_New_Vegas_quests

I was meaning which quests/locations are the most fun and interesting. I have looked at the quest list on the wiki, but there's no real way to tell a good quest versus a mediocre quest (i.e. Left My Heart).

My favourite quests if pushed would be Jacobstown for its easy and subtle build ups.
For kicks I would say the Thorn, Red Lucy' creature hunts are a very good way to just stroll around and see new things if you don't fast travel.
Also the north east of the map has some very good side quests with history of the factions.
Just head to Bitter Creak do the quests there, then head north untill a radio signal pops up.
Or simply Forlorn hope and its area for the NCR quests there.

That's quite subjective. I consider Boone's companion quest one of the most interesting in the game but I'm sure there are many many who'd disagree.
The list of quests is also quite huge....the best thing is to just try them and decide for yourself.

Have you done all the companion quests? Most of those are interesting to somebody. All the Vaults? All the NCR? All the Khans? HeliosOne? and on and on.

You need to do everything, silly goose.

Vault 11
Companions side quests (esp. Boone, Cass, and Arcade)
BOS quests
Help the Followers of the Apocalypse
Find unique weapons
Encounter Wild Wasteland events if you took that


etc etc etc etc