If you haven't played with the HUD off, then you don't know what you're missing.

I tried to play with my HUD off for a while, gotta say its crazy hard. Especially when you forget how much damage some one does with weapons on very hard... Also, earlier when I had my HUD off I was scavenging Jury Street Metro and had no clue a death claw was approaching behind me.

I play on normal with the HUD off. I don't like to min-max, but the temptation to turn perception down to 1 for the 4 free points is high.

New Vegas is more fun with the HUD off because of True Iron Sights.

In Fallout 3, I tend to choose 1 perception and 10 agility to maximize my Action Points in VATS. I also only assign on action at a time in VATS instead of stacking them. It keeps the action interesting to me. I also like to use land mines and explosives in general which doesn't take much aiming or VATS usage.

making new characters always helps