You can't even join the Enclave for crying out loud! Or destroy BOTH the Enclave and Brotherhood of Steel.
Fewer choices, Fallout 3 being too restrictive.
Yeah, I know you can do it if you have the “Broken Steel” add-on, but since Fallout is an RPG with emphasis on choices, this option should have been in the main game!
Powerful storyline - well except the ending where I don't understand why can't I send my radiation-immune friends to activate the purifier? It's an easy job for them after all and everybody can walk out happy.
Better atmosphere: Fallout 3 is modern post-apocalyptic and feels like “The Book of Eli” & “Oblivion”.