It's out now.
My first impression? Game of the year. I am honestly very pleased with Fallout New Vegas.
I LOVED Fallout 3, but I do not deny it was lacking. It wasn't as immersive as it could be, and admittedly it felt barren even in the towns. New Vegas seems to fix this!
Right away I see hints at the ability to modify weapons, cook food, create medicine with a chemical set, and all sorts of things that were only possible through mods in Fallout 3. Not only that, but the "hardcore" mode creates a larger sense of immersion, with the need to eat, drink, and sleep.
I have only played the introduction but I'm very pleased.
As an added bonus, it runs TWICE AS GOOD ON MY COMPUTER AS FALLOUT 3 DID. It's optimized, and it's overall better in every way. The initial cutscene is pre-rendered, so it's not a strain on my poor computer, and the introduction is somewhat clever (filling out medical forms to decide your class).
This is no official review, but so far I think this is a great game. I'm incredibly excited to play it further.