If you're a PS3 customer, you really can not argue the games are more stable.
Oblivion > FO3 > FONV > Skyrim.
It has actually been getting WORSE.
This is probably why: http://www.escapistmagazine.com/news/view/114550-Fallout-New-Vegas-Dev-weighs-in-on-Skyrims-PS3-Lag-Issues
Dunno how many people are familiar with that article, but this is months old.
Basically Josh Sawyer of Obsidian says the issue is that PS3 has a split RAM pool and with big games like Skyrim, there's TONS of clutter, locations, NPC etc that, every interaction you make with them creates more memory for your character file. That iron helmet you picked up, that NPC you talked to: everything gets stored in your character's file, and the larger the file gets, the more pronounced the difference.
This would also explain why the situation gets worse over new titles. Because Skyrim is bigger than New Vegas is bigger than FO3 is bigger than Oblivion.
Though I do have to wonder what they did or thought they did to fix it. New Vegas, it's a classic case that PS3 players can play most of the base game + 2 DLCs, then they gotta start a new character cause of lag. Skyrim, at initial release, the lag came even faster (again, probably because Skyrim has superior graphics etc so more data to save),
BUT they fixed it. Not completely, but they improved it. Nevertheless though, it's obviously not enough. I always wondered what the hell it was to fix it when Josh Sawyer was basically say "PS3 is fundamentally flawed for Bethesda's engine" and then Pete Hines was simply retorting with "we fixed it."