It's easy to make comparisons on why they are similar, but as someone who has spent over 150 hours on Oblivion and who is nearly 50 hours into his first Fallout 3 playthrough, I think it's really obvious that they are very different.
Which one would I say is... better? I don't know yet. I haven't invested nearly enough time into Fallout 3.
The thing about Oblivion was that it was incredibly easy to get into the world. The game was never overly difficult (if difficult *at all*), and you never quite felt the level of intensity that Fallout 3 manages to bring almost constantly. It was much more accessible in that manner. The atmosphere was much smoother, and because Bethesda has always been Elder Scrolls, the lore (though not necessarily the story) and the world of Oblivion is incredibly detailed and built up. Oblivion also had free-roam possibilities at the end of the game. That's a plus. They took a lot of new steps and design philosophies in stride while developing Oblivion, and it's like the first iteration of a new formula- not (nearly) perfect. Bandits have full Daedric (wut?), dungeons are all the same no matter what, and the fact that every single grass/bush/tree/land texture looks nearly the same in each environment doesn't do much to create a memorable or interesting exploration experience.
Fallout, on the other hand, is a barren wasteland. Everything is literally and figuratively buried in rubble. It takes hard work to delve into Fallout 3, although it's easier to slide into if you've played the previous Fallout games. From the beginning escape and confusion in Vault 101, to the other quests, story turns, and even exploration, Fallout 3 manages to raise your blood pressure and have you watching your back at all times. Exploring the Wasteland really *is* dangerous, managing your items and supplies is a real and deliberating task, and the game has you making choices that you actually sit down and think about. Bethesda has obviously ramped up their efforts in this game, and it shows. They've re-worked the level-scaling system to almost-acceptable levels. (I fucking hate having to kill Giant Radscorpions everywhere I fucking go. Don't get me started on Talon Mercs and Enclave soldiers.) They have managed to do a very good job meshing in with Fallout's lore. Although the shooting gameplay is fairly weak, you have to admit that finding something like Lincoln's Repeater or the Alien Blaster is way more rewarding and cool than anything in Oblivion was.
Overall, and you can probably tell by now that I found Fallout 3 to be much more of an achievement than Oblivion was, which answers the question of the topic. If you were to ask me what game I would want next, ES5 or FO4, I would have to say Elder Scrolls 5 though. It's good to mix it up.
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