eh I say just "play the game normally" getting as may quests as you can from every city. They do a pretty good job or taking you to the majority of the locations(IIRC) anyway. Then just stop at the infamously never seen "Warning this is the end game" marker and scout around to your hearts content. *shrugs* Then move in for the end game after your satisfied.
See thats the difference between NV and F3. In NV you have to play the game the way devs want you to, go here first, go there second.... This is why people think that New Vegas is more linear.
Not every one loves this approach. I am not talking about quests and story, but about "locked" areas with stronger monsters and invisible walls. These things just ruin the freedom for me and make me feel like I am following predetermined path.
Yeah I know I can abuse the game with previous game play knowledge, like what to steal to make cash early, where to sneak and stuff like that, but it just ruins my RP immersion. I am forced to do the same quests again and again every walkthrough, if I want to go to some funny place.
I started couple of more low level chars, to try different things, but they have to grind same old quests and take same old roads, so they are parked until better times (DLC/mods).