Fallout New Vegas

The main thing I keep hearing is that it's so well written

Because it is.

I enjoyed bith Fallout 3 and 4

Now this is a bit controversial.

I know to each their own. But New Vegas is objectively better story-wise because it is made by the original team of Fallout 1 and 2. The motivations of New Vegas's characters are more complex and straddle in the morally-ambiguous grey area. Even the Legion, as much as I personally despise the Roman empire in-game and in real life, Caesar makes a thought provoking argument. The NCR isn't as nice as one would think and they are carrying on previous USA's flaws that led to the apocalypse. Mr House also make good points as to why I should side with him. When I played New Vegas, it was genuinely the first game that made me think who to side with, except the Legion.

Meanwhile, even though Bethesda is better at world design than Obsidian, I enjoyed exploring the Capital Wasteland, the former is not great at story telling. Bethesda always have the same black and white, "good versus bad" plot (maybe with the exception of Skyrim). Bethesda makes interesting side quests but the main story in their games is less interesting. From the get go, you already know who to side with. Sure, you could do evil things, but there isn't a flavour and meaning to the decisions you made in Fallout 3. New Vegas, on the other hand, offers you to take different paths and forces you to think of the consequences for each.