I couldn't recommend Dishonored more; the level design is really open-ended, and there are always multiple different ways to accomplish a goal. The DLC is fantastic, too, if you find yourself a fan of the base game.
Really, the main thing Bethesda needs to do to step up their stealth game is incorporate more stealth aspects into Radiant AI. It's already really easy for them to program both specific patrols and general sandbox movement, and Radiant AI is pretty much all about responding to and using their surroundings. If an enemy sees the corpse of a friend, or detects us and then loses track of us, they go into alert mode; if they're in alert mode and detect an alarm mechanism, they'll go and activate it. If they detect one of their allies is in alert mode, they'll go into alert mode themselves and possibly spout some alert dialog.
There are some other amenities that would improve the stealth (and general) gameplay, too, like letting us sneak under tables or through narrow passages. Leaning from cover could be good for both stealth and FPS gameplay. If Bethesda could include some form of Detect Life appropriately into Fallout, that would be handy too; thermal vision, maybe? If the enemy markers on the compass are like in Skyrim, they'll only appear during combat.