This is mostly for people who are having problems even starting the game (crash after intro, crash on launch, etc.) as well as people with severe performance problems-


Download graphics driver updates from http://www.nvidia.com/Download/index.aspx?lang=en-us or http://support.amd.com/us/gpudownload/Pages/index.aspx
Make sure you have the latest version of http://www.microsoft.com/downloads/en/details.aspx?FamilyID=2da43d38-db71-4c1b-bc6a-9b6652cd92a3
Make sure you have the latest Visual C++2008 redistributable version http://www.microsoft.com/downloads/en/details.aspx?familyid=A5C84275-3B97-4AB7-A40D-3802B2AF5FC2&displaylang=en or http://www.microsoft.com/downloads/en/details.aspx?familyid=ba9257ca-337f-4b40-8c14-157cfdffee4e&displaylang=en(for the love of god get the right one)

Then if that doesn't work you might need to look at these quick fixes here.

http://segmentnext.com/2010/10/19/fallout-new-vegas-errors-crashes-freezes-fixes/

If anyone else has some quick performance tweaks or a better list of tweaks please list below. I would have written a more complete list myself but it is late and I'm a bit tired. A mod may want to sticky this as it helps with some of the most common issues. It does not address things like save game corruption, quest glitching, AI glitches etc. Those are usually more specific than a driver or dll file will be able to help with.