I'm going through a play through where this time I'm finding every location that's worth finding I would like a list of your favorite places. I'm running the Broken Steel DLC at the moment because of the defective DLC disc that comes with near enough every copy of Fallout 3 GOTY.

Well, Fallout 3 is full of plenty cool and creepy places. Just to name a few...

Cool:

Deathclaw Sanctuary - A great place for all of you, Deathclaw bounty hunters, out there!

Coastal Grado(Point Lookout) - Be on the hunt! Because in the Coastal Grado...you'll get a benefit, after finishing off the ghouls.

Dunwich Building - After hearing creepy and eerie things go down, here, by several other wastelanders...wouldn't you wanna go and take a look, at the building yourself?

Little Lamplight - A settlement full of children. What is their not to love?

Vault 108 - A vault, full of failed clones all named "Gary". Watch your back here.

Vault 106 - While traveling through this vault...if you witness purple lighting and past delusions...don't be alarmed.

Jury Street Metro Station/Marigold Station/Bailey's Crossroads Metro/Flooded Metro/Metro central - All great metros to roam and explore. Don't be afraid to scavenge, all you can. It might just save your life.

I just finished Reilly's Rangers.
Dunwich Building
Red Racer Factory
Oasis
Have fun getting that Tesla Coil.

I really enjoy Seward Square. It has awesome Mutant battles over a larger area and that creepy preacher that keeps going on about the 'worm.'

Arlington House is another cool place. I love the atmosphere around the hill and cemetery.

Point Lookout gets a nod from me too.

What part of "Mungo, mungo, smells like dung-go" is lovable?

For the base game my favorite place is the Capitol building. It's not spooky but it is deadly, especially with Broken Steel. Bring ammo. For dlc it is that mansion some guy lives in, not the one voiced by the man who did Morrowind's dunmer males, the mansion of the other guy... Blackhall Manor. I really like the creepy, unknown supernatural feel of Point Lookout.

Those are great places as well.
One of my favorite battlegrounds is L'Enfant Plaza. Go there, during Broken Steel sometime, make sure that overlords appear in your game. I'd say I die about 6 out of ten times.
That's the funny part though!

How is the dlc discs on GOTY edition defective? Mine works goody goody gum drops.

My fave is Point Lookout. I luv havin' a whole new area to explore. Simulation = lame. Alien ship = lame. Coupla' slave buildings = better.

Point Lookout reminds me of Boblo Island & I miss Boblo Island dang nab it.

I like the "Plunger Room of Death"

This one is pretty early in the game: Springvale Elementary. Something about it just creeps me the hell out. To be honest though, pretty much anywhere is creepy when you're new to the game. Especially DC itself.

Then there's the Dunwich building. It's most fun to go here with nothing more than a melee weapon (and an assault rifle for backup, just in case) and with the HUD switched off.

And most of the Scrapyard in The Pitt.

I must go there and have a look. There is nothing better than an outdoor location, heaps of muties, a vertibird drop, and you, right in the middle!
It brings a tear to my eye everytime.

Holy Assassin is right. Springvale School is a must go place at low level. And make sure you raid those caps off Silver on the way.

Two, count 'em TWO Vertibird drops, four packs of muties, two overlords..... and ghouls if you go too far in one direction, and raiders in the other, at least for me.

I think I can answer that.

There's slave cages with children's skeletons in them.

One of my favorite places is Takoma Park at night. There is such a pretty fireworks show there.

Another vote for Dunwich building as the most creepy place. The facility offices of the Anchorage Memorial ruins lead to a somewhat creepy sub basemant that leads to a back door exit into the river.

Oasis, Shalebridge Cave, Yao Guai Tunnels, and Deathclaw Sanctuary despite some of the baddies in them are to my liking. I like the more natural organic areas to explore compared to areas with a lot of concrete.

Edit: Oh and I actually enjoyed the dungeon/ level design of Mothership Zeta even though the cliched "evil aliens" plot stunk. BGS could have actually played with MZ's plot and make the player look like a fool after finding out what aliens were really trying to say the whole time was to stop, they were actually trying to help with the survival of the planet in some way.