For me, Fallout 3's setting and atmosphere is more interesting to me. Plus nostalgia plays a much heavier aspect since it was my first Bethesda Fallout and the premise and mechanics of the world were more novel.
Gameplay wise 4 blows both of the others out of the water for me due to the addicting loop of collecting salvage and modifying equipment, along with the shooting finally becoming enjoyable in its own right.