I preferred New Vegas overall; better gameplay, story and characters, I think 3 did the depressing atmosphere a lot better, and I do love me some depression. I hated the main quest in 3, the DLCs had their good points, but the sidequests is where I really sunk time in. I got a whole load more immersed in 3 than I ever did in New Vegas. New Vegas, I kept getting pulled out of the experience while playing New Vegas. I did like the Faction system, but it could be improved. The only faction I didn't like was Legion, they just seemed to be the faction to choose for a token evil playthrough.
What I want for Fallout 4 is better combat, and get some of Interplay guys in on story.