I always play through the vanilla version of a new game before I start installing any mods, so yes.
99% of the time, this.
(Oblivion, I played modded for the first time. But, then, I only got that game after it'd been out awhile, and there was plenty of documentation about how screwed up the scaling features were. So installing a alternate scaling mod was a no-brainer.)
FO:NV.... yeah, unmodded. That'll also give plenty of time for the mods to come out and get bug checked, so I can do my second run with a good selection.