After seeing the new trailer I got motivated to get back on the forums and post, so I don't know if any of my wants have been said before.
1. More melee weapons. I know that melee weapons will each get their own special move, but i would like to see a wider variety. Maybe using a brick as a last resort?
2. A lot more improvised custom weapons. I liked the dart gun and death-claw gauntlet, i would like to see more original weapons like this.
2.5. More weapon variety. This is kind of 1 and 2 together but slightly different. Things like compound bows, and slingshots (though a sling shot is not practical for survival, unless an improvised sticky grenade is shot from it

)
3.The ability for the player to set traps, not just disarm them.
4. More animations. I would like it if the game was more animated and less awkward looking. For example, if I vault over a picket-fence maybe the character will grab the top of it for leverage. When I open a door the character should reach out and grab the door handle, etc. I would like it if it was more animated.
5. Cut scenes. Lets face it, some of the most intense scenes in Fallout 3 are kinda deprived their true awesomeness because you have to manually look at things, and all the "scenes" in F3 are dumbed down thanks to the stiffness of in-game animations being used. I would like to keep the first person perspective in the cut scenes, but they should truly be cinematic and not just static. When you get svcked into Mothership Zeta is the only time it is used in F3 that i can think of. Yeah in Point Lookout you get blown to the ground, but it inst cinematic, its more static. I found this point hard to explain. Think of CoD:MW2's cinematics. (Yes, I went there! I brought up CoD)
6. Weapon Customization. (I'm sure its been mentioned before) It doesn't have to be extreme, but adding things like scopes to assault rifles would be cool. Especially since the super mutants in F3 get scoped Hunting Rifles. And better repairing of weapons. Instead of completely scrapping a whole other gun I think gun parts should be salvageable so you could take the receiver from one gun to repair your current gun, and save the barrel for a thousand rounds later.
7. More realistic injury interface. (Like MGS3:Snake Eater)
8. Less stim-paks.
Side Note: After a little bit of reading, hardcoe Mode should make the game realistic, so 7 and 8 may not be needed.
9. More clothes/better clothes interface. Basically i want pants, shirts, and shoes to be separate from each-other.
10. Better shooting mechanic. I know fallout is not a FPS, but you cannot convince me that none of you haven't got ticked at the game for only counting 2-3 of your gun shots from the Hunting Rifle when it is clearly obvious that all 5 hit. Every bullet should do damage when it is obvious that it hit. Plus there is the limited range of the sniper where you cant shoot people that just pop into sight.
11 and 12. Better hand to hand. This can be greatly improved when paired with #4. Lets face it, hand to hand in F3 is basically; Left Hand punch, Right hand Punch unless you have a power fist. Maybe if Left Trigger/L2 (I prefer L1 and R1) controlled the left fist, and Right trigger for the Right fist, and after a combo (that is unlocked by having certain skill level) the guy will do something like, grab the enemies head and head-butt them or drop low and unleash a quick four hit flurry to the enemies ribs. Also maybe, you could pull a Steven Segal And snap the enemies arm, obviously, injuring them. And also if they get damaged enough, maybe 10% health or less, You can do a finisher like snap their neck. (The finisher would be cool for all weapons as long as they are animated and not stiff i.e. by stiff i mean just a basic attack animation that kills them. It would have to be more intricate. Further i.e. If you do a finisher with a pistol, your character would stick it up to the enemies forehead and pull the trigger, NOT just another gunshot)
13. More hair style choices.
14. Along with the more weapons and guns I mentioned before, I think there should be less gunplay and more improvised weapons and things like bows, because after a while most ammo would be used up and rare. Even after people start packing bullets themselves they would eventually run out of smokeless powder and black powder.
15. A Social Society. People interact with each other and you. Kind of like Fable but overhauled for Fallout. Nuff said.
16. Less enemies. I hate in F3 that I will kill five raiders, and ten seconds of walking down the road I run into an ambush of Super Mutants, Robots, Bloat Flys, Mad Brahmin, Albino Rad Scorpians, and Deathclaws. Enemy encounters need to be less and farther apart.
Thats it for now.