Too bad you feel this way mate. There are some flaws with Vegas in the game but I still enjoy it very much.
1) That really only happens in one quest, after you go looking for trouble yourself. You are able to sneak some weapons into the casinos but which ones you are allowed to keep depends on your Sneak stat (I think it's Sneak). If you need better equipment, you'll need to invest in that. There are also weapons to be found in practically every casino. Not many, obviously, but they're there. The guys with canes are supposed to be a threat, they wouldn't be if they allowed you to take your shotgun with you.
2) I can understand you'd dislike the NCR, or the Legion, or House. But all of them? There are things to be said for every faction, and the lack of a "perfect" faction is part of what makes the game interesting in my opinion. It's not Super Mario where you are the good guy fighting baddies. If you really don't find any faction appealing, there is always Yes Man.
3) I honestly don't know what you're talking about here. A radio station run by NCR? There is no such thing. Do you mean one of the Ranger outposts? Do keep in mind that even if you are allowed inside a building, there may still be parts of that building that are off-limits. The fact that they let you through the door doesn't mean they will tolerate everything you do. Pay attention to what people say, what they will and won't like or accept. If you keep your eyes and ears open you will rarely suddenly be shot at.
Maybe you're just not really into the RPG aspect of the game. It's not just a run and gun game. Playing your cards right, talking to people, helping people out, all these things may help or hinder your progress and it's all part of what makes the game so much fun.