Stalker is even more non linear. You can play the game any way you please. Certainly there's a story and a main quest to complete but how you do that is entirely up to you.

I've done NV backwards and it's possible but the main path is much easier.

If New Vegas was a pimp we'd be it's [censored]es.
That said, I will admit that it's an awesome game

A lot of people may not get the story... but I think it was pretty darn good. BGS took a lot of inspiration from these fallout games for the next TES, so for once I might buy one of those.