When I played Fallout 3, I didn't follow the road to Megaton. I just headed out left or something until I came by that Super-Duper Mart being used as a hideout by a group of raiders. All I had was that shitty vault pistol and security guard's outfit, so I had to wait a long ass time until the 2 raiders outside split up. I picked them off one by one from a nearby hill, taking their weapons and armor as I went.
From there, I made my way inside. It's a big place and they were spread all throughout, the lighting was almost nonexistent. I locked myself up in a hallway next to the bathroom right by the entrance. One of the raiders came walking by so I proceeded to open fire on him with a rifle I had picked up outside. The two closest came running towards me almost immediately. Shot them each down (these two only had melee weapons), but just barely made it, so I ran into the bathroom to restore my health with some radioactive water from the ****ing toilet. I did exactly this - gunning down a section of a raiders gang and then desperately hitting the bathroom stall to get my fill of contaminated water - 3 different times until they were all lying in a pile before me. Afterwards, I scoured the store, collecting all the items that could be of use until I found the rotten, old bed in the back, which I used to sleep through that initial night on the outside. That was my first 30 minutes above the vault.
So yeah, Fallout 3 is god damned amazing.