Well. After playing about 15-20 hours of Fallout 3 so far I figured it would be a good idea to throw up some tips for people to survive out on The Wasteland:
1) Conserve your ammo and Stimpaks. This one cannot be overstated enough - there simply isnt enough ammo in the game, along with the caps, to constantly go gun blazing. Train yourself a little in the art of melee - but not too much but enough so you don't need to constantly rely on firearms. Until you're rolling in the money, conserve your Stimps as well - drink water, eat crappy food...anything but those Stimps.
2) Explore the world. Talk to everyone you can. This game rewards exploration, when you're nearing your objective always look around to see if theres any ammo crates maybe even a bed to sleep in. A lot of quests and locations in the game can be missed by simply not exploring or talking to people. Just stay away from the Capitol buildings until you're properly equipped or you'll be facing mutants before you want to.
3) Pick up as much as you can. You should always be picking up things. One of your first missions in Megaton rewards you with a house if you ended the quest in a positive way - I dont know what happens if you do it negatively. Stash all your crap in here; scrap metal, plungers, books, batteries - etc. you never know when you'll need it to make an item at the bench. Worse comes to worse and you're broke you can just sell it for caps.
4) Head is the best. Never shoot for anything else in VATS other then the head - and when you're not in VATS you should always just manually aim for the head. There's no faster way to kill something then taking off its head. Exceptions exist however but they're very rare. One time someone was about to throw a grenade at me and I VATS'ed the grenade killing them instantly. Mirelurks are weak in the face and Centaurs become annoying humpers if you take out their tongue.
5) Radiation isn't as bad as you think. When you're out in the wastes theres no reason to use a Stimp if you can just drink some water. The rad hit isn't going to kill you - and there is no negative repercussions until 200 rad units which is a lot. Usually I find most of the food in the game is garbage but always pick up Nuka Colas as they give you like 12 hit points back. To succeed in this game you will need to be grimy and horde your rations - there will be many times when you have less then half your health in enemy infested territory - I'm talking about like, 8+ Super Mutants with a few of them being Brutes and Masters and you will need to learn to deal with it and kill them - use your rations as your last option.
6) Never pay for healing. Clearly the only way you should be healing yourself is a combination of a bed and Rad-Aways. Never ever pay for a doctors radiation treatment since its more cost effective to just buy a Rad-Away and do it yourself. Use your bed or any non-taken bed to sleep in and it will heal everything with just 1 hour of rest.
7) How you do combat is very important in this game. Assuming you're not going to sneak and Stealth Boy through every encounter, dont play this game with gun blazing or acting like an idiot or you'll be dead. Use cover and crouch/sneak to avoid damage and for the love of God stay away from anything explosive or you'll probably die. Shooting less is shooting more - pick your moments and battles. I always keep my Hunting or Sniper Rifle out for 80% of my kills only because if you can VATS their head a few times more often then not the fight is over. However I Combat Shotgun crazy Chow Yun Fat moments in the game. When allies are out helping just let them attack and conserve your ammo and health. Also, a lot of times you'll come out of a station or building and you'll see those asshole Talon raiders and a group of Super Mutants going at it. This is not your fight - you should just move onto your next objective, there is literally nothing to be gained from interfering in this battle. Prioritize your targets. A Super Mutant with a Assault Rifle is much more important then a Super Mutant Brute or Master. However someone with a rocket launcher will get you killed no matter how strong you are if they hit you right on. Also, know your enemies and the animations - Centaurs are useless idiots who just like to maul you to attack you - especially when their Radiation gunk tongue is damaged. You should never be using actual ammo on critters - maybe on Yao Guai's and Mirelurks, especially in the early beginning. Whenever you critically hit someones head they will have a "OH NO YOU DIDNT" expression on them while they're grasping at their face wound, this is the time to pop them again in the face to take their whole head off.
8) Generalize then Specialize. You will not be maxing out all your states and skills. Pick a gun path early on and around level 5 or so start specializing in it. Small Guns will probably be the most chosen as there are simply more small gun types in the game and more abundant numbers of them available to be found. Energy weapons are amazing but the ammo is expensive. Big guns may not be worth your time. Repair is a skill you'll want to invest a good amount of points into regardless of how you'll want to play. That and perhaps medicine. Being able to pick up similar weapons and armour and repair your stuff on the battlefield will save you time and caps - being able to stretch your Stimps will save you from reloading your game.
9) Understand what the useful and useless perks are. Read the manual. There is no reason to ever pick Swift Learner and Here and Now, for instance. However Educated is almost a must and so is Scavenger for people who are going to use a lot of guns. Computer Whiz and Infiltrator are useless as well as I'm pretty sure I'm not the only one saving before every hack and lock pick attempt. Dont discount Intense Training - it's very useful when you have no idea what to spend a perk on
10) If you see a Behemoth, you probably should just run.