NV was much better writing (talking to Caesar was a blast), and featured much better interaction.
That said, I finished FO3. I did not finish NV. With NV I was somewhat overwhelmed with choice (after decades of being conditioned to be able to see everything), and after getting annoyed with Caesar and going on a rampage killing his entire camp I said "screw it" and went and killed everyone involved in your initial quest. After that it felt as if there was nothing to do. Yeah, there's the dam, or whatever, but at that point of the game the dam had hardly been mentioned so it didn't seem important. I was left with no purpose. Add in the bugs I was hitting trying to advance companion quests and I got fed up.