It occurred to me that on top of all this, I didn't care much about my character either. In Fallout 3 you start your character as a baby, you watch them grow up, and you get to define him or her as you do so. You experience your character's childhood, and you develop a relationship with his or her father, so when your dad disappears you really want to find out what happened to him.
In New Vegas, while you do get a variety of options for defining your Courier, s/he is completely undefined at the outset, s/he has no memory and thus no history. You start with zero emotional connection. I know I should appreciate the clean-slate approach, but I don't. It's hard to connect to a character that has no back-story whatsoever.