Never really done it in FO3, but one of my favourite things to do is go on supply runs. Whether it be in abandoned towns or planning a raid on a raider camp. I will gladly put by an hour to do this before I start any quests or progress the story.
A great thing happened last night. I am a ranged sniper and trying to skill into explosives as well. I found a fairly big raider encampment near concord. Before I attacked I rigged the near by area with mines (close to cars if possible), then I positioned myself on a hill to give myself a better field of view. I then got preston to run up fire a few shots into the encampment then retreat back to me. As the raiders followed him they went through my mines, the stragglers I picked off with my rifle from a distance as they ran to me. No muss- No fuss, no casualties, and a good hall of ammo, materials, synths, and armour.