There are minor perks that you get for completing various achievements.
See the following link and look under "Challenge perks" (this page contains spoilers, be wary)
http://fallout.wikia.com/wiki/Fallout:_New_Vegas_perks
Spoiler The challenge perks aren't that strong. It's usually like an extra 1-3% against a particular foe type. Then there are a few misc types of perks that improve other forms of combat.