If you like Eve Online, you might wanna give X3 Reunion / Terran Conflict a try. It's not a MMO game, but it is highly enjoyable if you want the ability to affect the economy, build you own fleet of fighter and capital ships. Of course that cost money and you need to make a lot of money in the game if you want your own space armada or industrial empire.
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.
If you want to see the Fantasy version of EVE give Lineage 2 a try, it is a game that you won't get max level on in several years of serious play and like EVE it is more about the people you meet along the way.