FO3: Guns. Long-medium range guns. Real time combat plays like trash so max out your Agility and get used to living in VATS. Melee builds are also an option
FO4: Maximize your scrounging and take every buff that increases the amount of something you find. You're gonna need a lot of simple resources for base building, and you'll not lose stock of essentials like caps or bullets. Dealer's choice how you actually play the game, but real time aiming and shooting actually work in this one so VATS isn't essential the way it is in the other games
FNV: Weapons don't matter as much, but pick a weapons stat and live by it. Make sure Speech is one of your top skills also. Once you get to the strip you can do a lot with a speech check.