Although I still consider Old World Blues to be the most FUN expansion pack of New Vegas, I think that having a story arc over the expansions really gave the player a reason to come back to the game. Ulysses' presence in the expansions was highly tangible, and bringing the story full circle with him in Lonesome Road really gave a feeling of grave importance, a feeling like the whole story has led up to this point, to something for more PERSONAL than the NCR/Legon conflict.
But who will be the protagonist's "Ulysses" in Fallout 4?
Will it be one of the corrupt masters of Vault-Tec? Someone you meet near the beginning of the game?
Or will it be Shaun?
Who will be our "SHADOW" of the story?