If you're picking up your copy of Fallout 3 today (as you should) you'll want to know about something. You see, at the end of the game, Bethesda's RPG will lock you into the main quest and won't allow you to keep exploring the Wasteland. Furthermore, when you finish the last quest that's it: game over.
You will not be able to go back and do side quests unless you start over.
We're recommending you keep multiple save games if you want to explore everything. The lock-out happens in the last mission of the main quest so you don't have to worry about it just yet.
Just a friendly tip from your friends at G4tv.com!