When I first started the game as soon as I finished in Megaton I just decided to walk to the NE corner of the map and I found so many side quests to do. Compare that to Las Vegas which feels about the size of your local mall. Even though places like Washington DC were cordoned off by tunnels and rubble it still felt huge and even after a 100 hours there were still quests and hidden buildings hidden away in DC.
The world most of all, it felt really big.