I love Fallout 3, I'm kind of eh with New Vegas. Like you said, I just felt vastly more immersed when playing Fallout 3, and to put it the best way I can, Fallout 3 just had more "magic" to me. New Vegas felt like I was playing a glorified and glitchy mod. That's just my personal opinion though.
But however, Fallout 3 was my first Fallout, and I always loved the over the top action that came from it, espessially at the end of the main quest line. The DLC's were always really fun to, as random as they seemed to be sometimes.
I found FO3's DLCs a bit shitty tbh, they bored the shit out of me fast and I just wanted to stop doing them asap.