Well, being a Fallout noob, I just finished my first New Vegas play through. There were things I messed up, wish I could do differently etc. So, I just went with House, gritted my teeth and did what needed to be done, finished the game and deleted all the save files. Now, I'm on my 2nd character Cat McClaw hahahaha Oh and I'm building her more as a Melee type character, but with a bit of Gun skill thrown in. It's tough being pure melee in a gun world, I think. It's different in Skyrim, most enemies also use melee (besides archers) LOL
But yea, since Fallout New Vegas has a definite ending and things are changed through your actions, it would be weird to go back. I made sure I finished everything. I rushed a bit through one of the DLCs, which my current character will remedy.