One of my favorite quests in any game I played has got to be the "Birds of a Feather" quest from FNV - where you get a job with the Van Graffs and have to work as a bouncer outside the entrance to the Silver Rush for a while, dealing with meth heads, junkies and whackos trying to enter the door. Never experienced that type of quest in previous games.
Beyond the Beef was another, simply fantastic quest.
Also really enjoyed Arizona Killer, How Little We Know, I Forgot to Remember to Forget, Heartache by the Number, For Auld Lang Synge....
In general I think what was the most fun about some of the NV quests is that there are different choices you can make and the choices actually make a difference in the game world. Especially when dealing with all the numerous factions. Even from the first important set piece in Goodsprings, you must decide whether to help the Powder Gangers, the citizens of Goodsprings, or find some peaceful solution, and however you decide, that choice has a big impact on the game world.
In FO3, there were a few of these as well, like Tenpenny Towers/Megaton, etc., but there weren't as many quests and most of them did not have so many branching path options.
In any case, IMO there were lots of excellent, really memorable quests in both games.