As far as I recall, Yes Man is the only 'immortal' character in New Vegas, so the player would always have an endgame, even if it's the 'everything has been reduced to rubble' kind.
Anyway, regarding the old Fallout trilogy, played Fallout 1 and 2, loved them, thankfully got copies that weren't the maimed German version. The new games have their strengths, too, story took a bit of a backseat in Fallout 3 IMO, but the exploration aspect was more than good enough to make up for it. I can highly recommend any of the Fallout games, they each have something that makes them excel (expect for Brotherhood of Steel)