Fallout New Vegas isn't an EP as far as I know. It's a whole new standalone game with no relation to the Lone Wanderer.
As for games, I agree that you should check out Mass Effect and Mass Effect 2 and Fallout 3.
Although you didn't seem to cite any adventure game as one of your interests, I'd strongly suggest you to check out Tales of Monkey Island since its still pretty kickass, in my opinion.
If you're into RTS games, you could try checking out Sins of a Solar Empire. Pretty wicked, but kind of slow compared to fast-paced RTS games like C&C3. Civ 4, which is really a TBS game, is also plenty of fun if you don't mind the concept of taking turns. Dawn of War II is also a good squad-RTS game that you might wanna check out.
Hope that gives you something to try out.