Don't know if it was mentioned yet, but I want DIFFERENT DAMAGE TYPES!!! I just hated it to be injured by a Molerat or a feral Dog wearing my Power Armor...and they even damaged it...
Or how about going through point lookout in the first encounter with all the tribals attacking the mansion, and watch them hack you to bits in your Tesla Armor, using....axes....lever action rifles....hunting rifles...and double barrel shotguns. I used more stims in that one leg of the quest than i did in the entire expansion, no joke. Also the one point in the game I ever felt it necessary to cheat, because I called shenanigans on my repair bill. Used console to give me some spare sets of the armor I used up surviving the super tribals.
I seem to remember there being different ammo types for certain guns back in the old fallouts, at least FO2. That's the main reason I kept some otherwise obsolete guns around, because they had a wide variety of ammo, like the 10mm SMG. I always had 10MM AP ammo in the trunk of my Highwayman to eat through power armored freaks by the dozens. Nothing like a good ol' burst of AP to the face to take them down. Likewise I had a bunch of hollow point ammo too to take out big fleshy creatures like floaters, unarmored super mutants, centuars, etc.
I think just the way that damage is dealt in general is a little too...simple? not sure that's the right word. But just having straight up DR, and then all damage sources deal damage the same versus all armor types is kinda lame, regardless of DR. Either that or DRASTICALLY increase certain armors DR. If i am wearing a suit of the best power armor in the game, I should be able to walk through a field of little vermin (molerats, dogs, bloatflies, etc) and not get a scratch.
While discussing damage types, is anybody else kinda let down by the super sledge and equivalent melee/unarmed weapons? The super sledge deals alright damage for it's place in the melee tree of weapons, but the impact always feels lacking. It would be much more satisfying to cripple things all the time, or send them flying, or crushing them into the ground. For all intensive purposes besides raw damage, the super sledge and the normal sledge are pretty much the same weapon, I don't see what's so super about it.
Combining these thoughts, I should have more tactics to my fight than just "what gun does the most damage?". If I ran into an enclave soldier in a random encounter in the old games, I would have to pick some strategic choices. AP Rounds work well, but if I'm out of that ammo I could bring in my backup super sledge and play the "knock you to the ground" game over and over while I bash your skull until it's "crippled".
Sorry to turn this into another "I want features from the old games" post, but...I really do miss them.

I have no strategy in my fights, and I have to agree with most everybody else that no matter how you start out, almost all characters end up built the same way by the max levels, usually using the same weapons too. I always felt that FOT had it right, I loved having 5 or 6 different combat styles among my squad. Always had one "ninja" type character with awesome sneak and melee/unarmed, a sniper with sneak and small guns, an up front bruiser with high HP and hand to hand combat, and give a little small guns to everybody so we could do ambushes, and always one guy with good explosives. (yet another minor note since I am thinking about it, what ever happened to being able to use explosives on doors when lockpicking fails or is not an option? I LOVED that) I played through Tactics probably 7 times front to back.
And lastly because it is on my mind...bloody mess...and looting. I LOVE bloody mess, in all incarnations of fallout, including FO3. The problem though in 3...is looting the corpse afterwards. Pretty much all the gruesome deaths involve violent explosion of the body...and sometimes finding an eyeball or a finger somewhere in the room so you can loot the corpse after the fight is a real pain in the butt, especially when you have brutally massacred 20 raiders in a room with one guy you wanted to really loot. Maybe use a highlighting option of some type for the "clickable" part of a corpse, and keep that part where the body was when it was killed, regardless of where the parts may be when you are done, you could even go so far as to label said highlights with a tooltip!
OK, that's enough out of me for now, I promise.