I liked fallout 3 better. A lot better actually.
For shear size and scope, 3 was certainly the more complete game. Vegas was more like a super sized expansion pack for 3.
Like I said, I'm a bit partial because I live here. I did a ton more mods on 3 and played it endlessly. For Vegas I just played it through without mods a few times. It didn't really need them.
The official expansion packs for 3 turned it into easy mode after awhile. You could get almost the best armor and weapons in the game in the simulator expansion (the snow/Japanese one), and you could get there with a brand new toon if you were careful. Was by far my favorite expansion, but I would have to avoid it until MUCH later in the game so I wouldn't be tempted to just suit up in power armor and gauss rifle and just annihilate.