As we can see, one good game does not exclude other good ones. I play Fallout 3 as well but I don′t RP in it one bit. I only play it because of its fun-ness. Oblivion is a game I/my character live in and is a whole other matter
I treat FO3 differently, too, although I do role play it. I only have two long-term characters there. Starr is my straight-shooting small-gun hero, who has done the main quest (and nearly everything else on the "good" side.) My other character is Dertgerl, who has never touched the MQ since leaving the vault. Dertgerl has been around since FO1. She's my favorite character I've ever played in any game. Imagine a female Clint Eastwood, complete with cigar: That's Dertgerl.
In Oblivion, she would have to be an Orc.