Nice thread, I've played all of FO3 and just got into New Vegas and finished the Old World Blues DLC (great DLC BTW, sooo many Venture Bros. refferences, plus James Urbaniak for extra awesomeness). I could write a big ass book for this thread, but I'll try to make this quick.
Vehicles would be nice. Not necessarily for the mobility factor, but just for the immersiveness and completeness. These games already have everything else you could think of from real life, why not vehicles? They could have durability, upgrades, weapons, etc., but should be limited on where they can go.
An effing sprint button. Going from Skyrim to New Vegas, I'll be trying to run from someone and hit shift (my sprint button in Skyrim. Why alt, Skyrim, who uses alt?) and all the sudden SLLOOOWWW MOOOTIONN. They could limit it, can't sprint with a weapon out, max speed determined by total carry weight, even stamina like in Skyrim, or use Action Points, since they only have one other use, and some people don't even use VATS (I personally think it's awesome).
Mod weapons with random junk. May require schematics, skill requirements, whatever.
Better crafting item balance. I have over a hundered scrap electronics, scrap metal, wonderglue, and wrenches, but I can't make any Weapon Repair Kits because duct tape is so fucking rare.
Rebuilding your character. The game already takes hundreds of hours to play, I don't want to put hours and hours into a character just to realize that I don't have enough agility to get that one perk I really want. It could cost something ridiculous, maybe a literal arm and a leg, 340 undecillion caps, who knows?
Clean up the graphics a bit. Like, a lot a bit, like a whole bunch, just a little, some. I don't want to be able to see behind a texture unless I'm using TCL, I don't want to see super-low res textures right next to high-res textures (check out the mounted rocket outside Repconn Test Site). I don't want to see piles of dirt floating a foot above the ground. Double-check yourselves, Bethesda, lest ye wreck said selves.