I should first state that one thing I really like about RPGs is deciding on some basic personality traits of my character early on, and then trying to stick to those throughout the game. So if that doesn't appeal to you, you probably won't find my ramblings very interesting.
For my first shot at NV, I played a female Courier and decided that she would be a person with strong ethics, who prefers to settle things with wits rather than guns, but somewhat skeptical of authority figures and not likely to rush into combat unless she or some other innocent bystander is clearly about to get killed. For example, she generally wouldn't get involved in the Kings vs. Freeside Thugs skirmishes in Freeside, though she might have if it ever looked like one of the Kings was actually about to die, and she programmed the robot to serve as Primm's sheriff rather than bringing in the NCR or the guy at the correctional facility.
Of the various factions, she would have been most drawn to the Followers of the Apocalypse, but didn't run into them until fairly late, and she got drawn into helping the NCR partly because she quickly came to despise the Legion after the initial encounter at Nipton, and the NCR seemed to be the best prospect for keeping the Legion at bay. For quite a while she wasn't all that inclined to go to the Strip or pursue the people who tried to kill her, since it wasn't clear that they were going to come after her again or that they even knew she was alive, so I mostly just did side quests for quite a while, eventually recruiting Veronica and trying to help her resolve her issues with the Brotherhood.
When I got to to the Strip and started to unlock the various possible lines for the main quest, I found that I couldn't really keep playing the character the way I'd envisioned. In a nutshell, there were too many situations where I felt like this character would have simply said, "Screw it, I've had enough of these stupid battles." For example, when she first met with Mr. House, I thought her attitude really would have been, "That chip almost got me killed once already. I'm not chasing it, and as for my contract - here, take your caps back if it's that important." While she was motivated to keep the Legion from taking over, she wasn't particularly inclined to anoint either the NCR or Mr. House, and given her anti-authority disposition, taking over the Strip herself wasn't an appealing prospect either.
So you can probably see where I'm going with this. Eventually, the game forces you to go down one of these paths, unless you just choose not to finish the game and wander around the wasteland instead. The character I was playing, IMO, would not have been willing to kill Mr. House (or expose him to enough germs to kill him later, or whatever) just to get him out of the way of the NCR, and would have taken an immediate dislike to Colonel Moore. But from browsing fallout.wikia.com, it looked like working for Mr. House would require you to be even more ruthless, so I decided to follow the NCR path for better or worse. (Even then, I was left perplexed as to why, in the ending sequence, the NCR supposedly chased the Followers out of Old Mormon Fort, as there didn't seem to be much conflict between the two.)
It may sound odd, given that Fallout 3 actually restricts your path, and your character background, a little more than NV does, but I actually thought FO3 mostly avoided this problem, for a couple of reasons.
First, the Lone Wanderer has a clearer motive for getting involved in all the craziness of the Capital Wasteland. He (I mostly played male LWs) wanted to find his father, of course, and given that the LW is a newcomer to the wasteland, there are a number of reasons for exploring and interacting with the population regardless of the character's stance. An altruistic LW would be shocked at the low quality of life and want to help, a more selfish LW would still need some caps and equipment to get to GNR and thus take on some jobs, a scientific/intellectual LW would be curious about the wasteland and want to explore it, and so on. After the LW's father is killed, again, there are a number of reasons for staying in the thick of things. The LW is presumably a wanted enemy of the Enclave at that point and probably needs the BoS on his side, plus more personal reasons (wanting his father's death to mean something, and again on the altruistic/selfish scale, either stopping the Enclave's oppression or getting revenge against them). So while you may have a little less choice in the overall direction of the story, there are at least some reasons for LWs of different personalities and ethical dispositions to follow this path.
Second, because the LW is a newcomer to the wasteland, he's discovering things at the same that we, the gameplayers, are discovering things. One moment that sticks with me from early in FO3 was, shortly after venturing out of Vault 101, I saw an Enclave Eyebot out in the distance, and my reaction was probably exactly what my character's reaction would have been: "What on earth *is* that thing? Should I approach it and see what happens? Will it try to kill me? Will it report my location to the Enclave?" (I hadn't played any Fallout games before but vaguely knew that the Enclave were bad guys - the one part of this that wasn't both an OOC and IC reaction.) For the most part, the LW had no more idea who any of these people or the various factions were than I, the gameplayer, did, but at the same time, the LW had more of a backstory - he has at least one family member, as well as a community back in Vault 101 that eventually lures him back in "Trouble on the Homefront."
By contrast, where did the Courier come from and what does she know about the various goings-on in New Vegas? Does she have a family somewhere? Has she ever encountered the NCR, Caesar's Legion, the Great Khans, etc. before? Has she even *heard* of any of them? Beats me - I think there's one line of dialogue where you can say you saw someone's act in New Vegas before, but other than that, the Courier seems to be someone with no history and no background who gets dropped into the middle of New Vegas just in time to be shot in the head for unknown reasons. Given that everyone else seems to know something about the NCR and the Legion and about what's happening on the Strip, it seems odd that the Courier doesn't. Selecting some of the more inquisitive dialogue options (which I wanted to do, just to get a better idea of the situation) felt a bit off, as I found myself thinking, "Wait - wouldn't she know this already?"
If the idea was not to make the player character a newcomer to the Mojave Wasteland, because they just didn't want to do another "escape from the vault" setup or whatever, then I wonder if maybe it would have been better to give the player a choice of several different backgrounds. For example, maybe you're already an undercover operative for the NCR or the Legion, or you're a merc (again, with an ethical outlook of your choice) who's used to taking on dangerous assignments, or maybe something more personally valuable to you than the Platinum Chip was stolen and you really do have to get it back. Instead I felt like I was sticking my nose into things even though there wasn't necessarily any reason to do so, and my character still felt like kind of a blank by the end - I certainly didn't come across any sidequests with the personal relevance of "Trouble on the Homefront." (On the positive side, Veronica's sidequests and dialogue nicely developed her character and surpassed the writing of the companions in FO3 - I only ever recruited Fawkes, Cross, and Dogmeat in FO3, but none of them had the same kind of storyline, and from what I've heard, Jericho, Clover, Charon, and RL-3 also do not.)
Anyone else have the same experience playing through FO:NV?