I've been getting PMs, IMs and tweets asking various questions about the game and strategies, so I've decided to create a bit of a protips post! I'm going to put them all in one pro-place so all the tips can be protips for everyone who wants to be pro!
PS - I'm not a pro--and I certainly dont know everyhting about the game--but I'll do my best to share some of the knowledge I've aquired through my experience with the game.
Saving
Don't reply on the autosave system. Create at least 6 manual save slots and rotate them every 10-15 minutes. This will save your ass, and not necessarily because of bugs either, in the future. It's a good practice that doesn't take up very much time and can save you a mountain of frustration later in the game. I speak from experience.
X360 Performance
If you're experiencing hitching/stuttering/extensive load times then clear the cache on your HDD and reboot the system. This helped me out in most cases where I experienced performance issues. It's a bit of a pain to deal with, and frankly shouldn't have to be done, but FNV is an excellent game making this all worthwhile.
Invisible Walls
There are some places (not located at the edge of the game world) that have invisible walks restricting access. In my experience they tend to be located around rocks and ledges to prevent jumping/slipping around areas to gain early or unwanted access. It's annoying. So fair warning there are areas that might look accessible via shortcut but, in actuality, are not.
Hardcore mode & Health
When you experience a limb injury you have two options in HC mode--see a doc or use a Doctors Bag. Here's the best practice I found.
Remember the locations of all the doctors you meet (there isn't a lot out there so it's no real feat) and fast travel to them before using the doctors bag. Fast travel is possible in HC mode when you have a limb injury.
Doctor Bags should be reserved only for missions where you cannot fast travel, like missions located indoors like caves or bunkers. I would recommend keeping a stock of about 10 Doctor Bags in your pack at all times. At 1lb apiece they do add up.
Empty bottles
Though I wish it were a feature (especially in HC mode) you cannot--at least in my experience--fill empty bottles with water.
Food
be careful, some food and drinks (sodas) actually increase your thirst levels. This can bit you in the ass in the most inappropriate times.
Leveling
The level cap is set to 30
Companions
You can have a total of Rex (the dog) + 1 companion in your party. Try not to lose track if them. If they manage to disappear then "wait" in the location you last saw them for a few days and they should find their way to you. In HC mode this will require a LOT if food and water so heads up! Also try visiting their homebase (where you met them) to see if they snapped there.
Health
There are warnings, located right above the compass, alerting you when you reach critical levels for food, water, sleep & limb damage. All negative (& positive) effects ate located on your Pipboy under Stats> Status> EFF.
Housing
At the risk of spoiling I'm going to answer this one in public: Yes there is a house, or suite rather, that you aquire in the game that is similar to the Ten Penny suite in Fallout 3. Yes there are upgrades you can purchase for it too.
Bobbleheads
There are no bobbleheads in the game, but there are snowglobes. The snowglobes can be sold to a collector for a large sums of money, but do not boost stats like the bobbleheads. Plus, there is a display case for the bobbleheads in your home much like the bobblehead case in Fallout 3.