I generally avoid mods on the first playthrough (exception is minor visual/UI improvements like Skyrim's "Quality World Map"....)   Need to see how the basic game is, of course, before I can decide what I'd like to mod....
 
Once that's over, though?  TACOS!  
 
 
 
Eh, wait, that's not right....
 
 
Ah, yes -  Pretty Hair/Eyes/Skin/Faces/etc.   Impossibly Cool Clothes.  Pretty world graphics.  Weapons.  Utilitarian house improvements (the one I use in FO3 doesn't give me tons of free stuff, or 48 rooms of mannequins. But it does add a bunch more containers to the basic Megaton house.)  
 
And then there's the whole miscellaneous "Wow, that's an interesting mod!" category - things that I wasn't looking for, but turn out to be pretty cool.  Like FO3's  "DC Interiors Project".  Such a great mod.
 
 
 
 
There's another good reason to go modless on the first playthrough - it takes time for the mod community to really get going.  