So, I have been really addicted to F3 + DLCs. And although an old Bethesda fan, I am loving it more than any of their previous efforts. Still, there is some stuff I'd love to see improved on in New Vegas, even taking it as a given that writing/quest design (areas where Beth is traditionally weak) are going to be excellent. Namely:
Environmental puzzles in the style of Half Life, though possibly involving skill checks too. All that destroyed landscape just cries for something like this and it would raise the already excellent exploration aspect to nirvana levels, IMHO.
Climbing or a jetpack that you'd need fuel tanks to operate. There are just so many non-entrable buildings that I long to get on the top of and it is really annoying when I can't get up to collect loot from various enemies who have attacked my character from above.
There should be much fewer stimpaks around (they should be mainly for healing crippled limbs, IMHO), but food should heal more and there should be much more variation in healing/radiation properties of it. Would really help the whole survival aspect. Maybe let us cook food?
Melee/unarmed - let us target different areas in VATS, too!
Barter needs to be made more exciting. Maybe give all major traders a special item that they'd only sell upon a Barter skill check. Also, traders further on in the main quest and repairmen found in the sidequests need higher Repair skills, to make chosing Barter over Repair viable.
Medicine is also dull. I am not sure how to spruce it up - a mini-game to repair broken limbs? Skill thresholds for said repairs? Not sure.
Repair is well implemented, IMHO (with the caveat above re: better NPC repairmen), but instead of boring blueprints we should have been allowed to figure the special weapons out ourselves. Also, it would have been nice to be able to make some other contraptions, like traps or non-combat stuff. Also, maybe quests where we'd have to figure out and find necessary items to patch something up, instead of just supplying NPCs with scrap metal.
Science - hacking is well implemented, but it would also be nice to be able to mix chems and explosives.
When picking pockets, I'd like to have an idea how likely I am to succeed. Green/yellow/red borders, maybe? And with each item lifted it should get progressively more difficult.
Anyway, I am very excited for New Vegas. Atmosphere/exploration goodness of F3 combined with writing excellence of Obsidian (I am a major fan of KOTOR2 and NwN2 Mask of the Betrayer) - it could be the bets of both worlds. As long as it is technically stable and finished, of course.