Base on what I know, Metro 2033 is a straight shooter game than a survival game. So I guess Fallout 3 and NV is closer lot alike STALKER more then Metro 2033; if you want comparison in similar genre.
Do get Fallout 3 first, because NV might destroy your interests with its bugs and complexity (To this day I still don't understand exactly what each ammo types do, or how to properly use poisons *DF is fatigued damage??* ).
Besides, Fallout 3 is a much superior game in story, flow and atmosphere. The first time I found myself fighting minigun wielding Super Mutants in downtown DC at night, I feel like I was in a Terminator movie. . New Vegas definitely has more replayability (mostly due to the hardcoe Mode) and IMO, more meat, more freedom, and harder than FO3. But in the end I still prefer FO3 because the settings, the story, the gameplay and the characters... they just clicked really well together.
And as a Skyrim fan myself, I think Fallout has more replayability and survivability. Skyrim can become REALLY boring after a while; but in New Vegas I find myself having fun going all over the place scavenging; other times I enjoy bringing my AMR up to the roof of the Samson Rock Crushing Plant and snipe Fiends for the hell of it before calling it a day.