I keep hearing that, but I only ever played 5 minutes before I got too much of a fallout 3 all over again vibe from it and stopped caring.
Is it a slow burn or can you get into it quickly?
Slow burn, I'd say it takes getting to the first New California Republic outpost, which is like the third town/area in the main quest line, and accepting a quest to check out a nearby town for the weirdness in New Vegas to start showing itself. A little further up in the next town after there's another opportunity of weirdness before you hit the Vegas strip, that was when New Vegas grabbed me.
Part of why I enjoyed New Vegas more was the writing, the humor, the weirdness, the dialogue and characters. It just grabbed me in a way Fallout 3 did not. Even the side quests in New Vegas strike me as being more interesting, funny or weird to me. It's kind of hard to go into detail without spoiling it. I'd say give New Vegas another shot, follow the main quest line for a bit.
Interesting, because the only way I enjoyed Fallout 3 was spending a lot of time exploring the wasteland while completely ignoring the main quest. While nothing was really there to pull me off, I just saw a giant area and decided that I wanted to explore it. I loved the feeling of isolation and uncertainty over what was coming up over the next ridge. Every new structure I ran across was a cause for excitement and paranoia. I think I did that for somewhere around 30-40 hours. It was probably one of the more memorable gaming experiences I've had in the past few years.
Then I went back to try and work on the main quest line, got bored and quit.
At this point I'm just forwarding the main questline to get power armor training from the Brotherhood of Steel (can I get it anywhere else?) before I go wandering off again. I do enjoy the exploration and combat of Fallout 3, so it's enough to keep me going to see what else this game has to offer.
The Warhammer games are good?
I have friends who avidly play the multiplayer for DoWII still, although they complain that the community for it has been shrinking a little more each month.