I'm running the ultimate edition on a Windows 7 computer, and anytime I go to exit the game, it freezes up, like it wants to exit, and then hangs. I usually have to open Task Manager and manually shut it down. Any suggestions on how to fix this? All my drivers are up to date.

Is it a hang? What does the task manager say? Program not responding?

it just freezes on the last scene, like it is about to close, and then does nothing.

When you open the task manager does it say program not responding?

yes it does

Do you use any mods?

this is just Fallout:NV by it self, no mods.

Have you tried verifying the game cache in steam?
game cache:
1) Open Steam
2) Right click on Fallout: New Vegas
3) Hit Properties
4) Click the "Local Files" tab
5) Click on "Verify Integrity of Game Cache"

Several times yes, first thing tech support suggested.

Anti-virus? Try disabling it or uninstalling it for tests. You could also try adding falloutnv.exe to exceptions.

What happens with a clean boot? http://support.microsoft.com/kb/929135
Disable all Non-ms services then try.

have you been messing with the .ini files? bMultiThreadAudio?