I generally avoid mods on the first playthrough (exception is minor visual/UI improvements like Skyrim's "Quality World Map"....) Need to see how the basic game is, of course, before I can decide what I'd like to mod....
Once that's over, though? TACOS!
Eh, wait, that's not right....
Ah, yes - Pretty Hair/Eyes/Skin/Faces/etc. Impossibly Cool Clothes. Pretty world graphics. Weapons. Utilitarian house improvements (the one I use in FO3 doesn't give me tons of free stuff, or 48 rooms of mannequins. But it does add a bunch more containers to the basic Megaton house.)
And then there's the whole miscellaneous "Wow, that's an interesting mod!" category - things that I wasn't looking for, but turn out to be pretty cool. Like FO3's "DC Interiors Project". Such a great mod.
There's another good reason to go modless on the first playthrough - it takes time for the mod community to really get going.