My last 2 playthroughs were a combination of the following:
Oasis (for quest reward item - can be eventful making ya way there early on in game)
Rivet City for bobblehead
Lucky Haris shop....
Megaton side quests (not survival guide)
Anchorage very early on - rush through get the loot.
Lately I've been going to gidershade early on to start the quest there that ultimately ends with the hockey mask. Also doing the above allows several other bobbleheads to be collected nice and early such as agility, repair etc.
After that its DLC then pick up the vanila quests and main story. It's good fun doing GNR, Washington DC area etc at level 20+