Hello
Since this question pops up from time to time and we have a few of these threads active, I thought I would merge them together. If you are new to modding, then please learn how to install mods and use the tools needed to get them to work together. Tools such as BOSS, Flash, FNVEdit, FOMM.
If you have modded Fallout 3 or Oblivion or Skyrim, then the process is similar for this game, the tools are similar, or even the same. FOMM and Nexus Mod Manager work pretty much the same way, it is just what you like to use. Some mods will want to use one or the other mod manager, so be careful.
See this series of videos, not for the particular mods that are installed, but the tools and techniques that are used to install them.
https://www.youtube.com/playlist?list=PL0E5E8CA384409B11
Threads or links for the particular tools:
http://newvegas.nexusmods.com/mods/36901/?
http://www.gamesas.com/topic/1234195-relz-wrye-flash-nv/
http://www.gamesas.com/topic/1313081-rel-boss-for-fallout-new-vegas/
FNVEdit is the same download as TES5Edit for Skyrim, you just change the name of the exe to FNVEdit. See the current TES5Edit thread in Skyrim Mods for how to install and use that program.
http://www.gamesas.com/topic/1469709-whats-a-merged-patch-exactly-and-easiest-way/
Following is a merging of the active mod recommendation threads.