The Game Walkthrough

As well as Oblivion, Fallout 3 can be modded if you own the PC version of the game. You can do anything from adding armor/weapons to adding a new quest. you will find that there are several websites devoted to this. There are also several tutorials on video hosting websites such as Youtube.

Make use of Vats - If you find that you have poor aim, then use the VATS system!
If you are close to your enemy the VATS aiming is very accurate and powerful, and you will find that it seldom requires more than one bullet to kill your enemy.

If you are one for exploring, then simply wander throughout the Wasteland and
intercept bandits/camps etc. and you will find that they will sometimes have some
interesting stuff. There is also a secret location in the North of the wasteland where you can get your hands on a special plasma weapon...

You will find that throughout the game ammunition, is scarce - Make use of melee
weapons as much as possible and if you do use your guns, then aim for the head using VATS so you use as little ammunition as possible.

Now, the most expensive way to kill Big Daddies. If you have a LOT of armor piercing bullets, about 80, then simply shoot the Daddy, preferably while your quite far away, and eventually it will kill it. This does take a while, so it is recommended to either freeze or shock your enemy, especially if it gets close to you.