I woulda liked a little more linearity (heresy). Aside from a very few things, like deathclaws and cazadores and the BoS, I felt like NV didn't have much difficulty. You could do /most/ things in any order...and when that includes sniping obscenely-powerful supermutants and annihilating the main enemy faction, something is lost. But then, maybe that just means I need to play the game with less sniping.
...I'm roleplaying my current character as a member of the IHEMT (Involuntary Human Extinction Movement). Screw quests, I'm going to try and kill every single named NPC in the game. Challenge is shanking the doctor who's supposed to sell you stat upgrades, then walking into the Strip with guns blazing. Or fists pounding, whatever. Of course, it feels like this playstyle is the only way to get any mileage out of the "instakill sleeping people" and "cannibalism" perks. It'll also keep me from leveling past the challenge of every area, since ideally I'll slaughter every town I come across without dodging around and doing quests first.
I'm trying hardcore mode after all. And maybe I should try to avoid Stealth Boys? Once you get a unique power fist, you can one-shot literally everything in the game if you sneak-attack crit them from behind, even with almost no points in the unarmed skill.
Darkmere:
I actually found it pretty easy to sympathize with Caesar. When you talk to him, he's intelligent, he could be a decent leader (until he dies and then everything's screwed). It's just that you have to accept that his way means a TON of dead civilians, and the NCR's doesn't. Uh, unless you count the Khans. Oops. But if you are somehow okay with that choice...then go for it, the eventual benefits might outweigh the costs. It's easy to roleplay an intelligent, believable character who can live with that on his conscience.
I just wish there was a companion who was mutually-exclusive with the NCR-buddy companions, and was a huge fan of the Legion.