To be perfectly honest I actually think FO3 is more fun than FONV. A lot of that stems from the fact that FO3's initial stages are brilliantly designed while FONV's are... just kinda there.
FO3 starts off with a tutorial-slash-character-creation that actually gives you a couple snapshots of life in a vault while simultaneously getting you invested in the story. You've interacted with your dad enough for him to be an actual character so you can actually care about him running off. You get a feeling of just how much turmoil the vault is in. Thne, once you're out of the vault you immediately see the first town, which is very welcome because you have no money and a lot of vendor trash. So you go to the merchant and are immediately offered a discretionary extended tutorial in the form of the Wasteland Survival Guide quest. This tutorial, in turn, makes you travel to a variety of places, both making future exploration easier and getting you involved in further sidequests.
In essence, the game leads you towards learning its mechanics and getting involved in sidequests by means of well-crafted gameplay. You can skip much of that but for a first-time player it's easily found and feels very natural.
FONV, on the other hand... You get a generic cutscene of some people shooting you in the head. Then you wake up and have a chat with a doctor in an admittedly well-made character generation sequence. After he kicks you out the door you're just kinda there, with a storyline of "someone took some MacGuffin from you and you want it back so you can finish your job and get paid what's likely to be a pittance compared to what you're going to randomly loot throughout the game". Progression from there consists of either asking some person if they'll give you a basic tutorial or just walking off in the one direction that isn't infested with deathclaws and cazadores. There's still no investment in the main storyline and the whole thing feels very constructed and artificial.
Now, the DLCs are where FONV shines. They are actually well-written, entertaining and heads and shoulders above FO3's, even if Honest Hearts bugged out on me, causing everyone in the valley to hate me and turning the entire thing into a brainless run and gun romp. Old World Blues more than made up for that, though. The main game, however, is kind of uninteresting to the point where I have no idea if I ever followed the main quest beyond going to Primm.
I guess in the end FONV has the better writing and characters but FO3 is better at motivating me to actually do something. And in the end I value gameplay over writing.