Try the tips above, ensure your game is up to the latest version. Ensure you have no mods interfering with your game start-up (only load the fallout and possibly DLC packages). Install the "Unofficial Fallout 3 Patch" http://fallout3.nexusmods.com/mods/3808/
You may also want to consider a cell-buffer purge mod for Fallout 3.
-I've got an almost reliably stable, fully modded steam version of Fallout 3; It sucks to approach reliably playable.-