Firstly and most obviously is the bugs and glitches. Some of the most common ones i come across are "shoulder firing rifles", where the courier desides to lift his gun above his head to shoot. Some times my pipboy decides to glow bright green. Sometimes my ammo indicator at the bottom shows e.g 9/0, 9 rounds in the clip left and nothing else but when i bring up my pip boy it could show i have over 200 rounds etc. and a few other things.
The next thing i would like to mention which does frustrate me is the "invisible walls". I found in fallout 3, especially in the capital where the giant rubble walls were found, fairly convincing and i accepted it. Whereas in NV, i could be in the middle of the wasteland getting from A to B with the option of a 5 min walk, encounter powerful enemies and waste ammo, or climb 3 ft. But to my amazement i come across invisible walls. You may argue that the "walk around" option makes the game what it is, but when your a low level on hardcoe it really doesn't help.
The third thing i wanted to touch upon is the amount of freezes i have and load times. I have come across atleast one freeze each time i play the game and as i play through, loading screen times increase. I'm not to worried about this because it is a large game with a fair amount of detail, just sort of a warning to others to save often, or else if your like me and don't it just makes the game a little more annoying.
Finally i wanted to mention about the end of the game and how you cannot continue. Now i havn't got to the end yet but iv'e been told that it does have a no continue ending like Fallout 3. This annoys me somewhat as i feel a little like bethesda is robbing me, again. Don't get me wrong Broken Steel DLC was pretty good in my opinion, but it just feels as if the developers knew people were going to want to continue after completion so they deliberately remove it, only to release it later on and make us pay more for it. But don't be suprised to find a DLC much like Broken Steel for NV very soon.
So to finish, i really am enjoying NV so far even with everything i have mentioned and unlike some i don't believe it to be an expansion to Fallout 3.