I've only played Fallout 3 and New Vegas, and I've only played Oblivion and Skyrim of TES. But I love Fallout more than any other series, barring Halo, of course. It's mostly because I love Fallout's atmosphere. Post-apocalyptic 1950's-esque dystopia wins out to medieval fantasy for me.
Fallout is pretty much my favorite video game series of all time. <3
I tend to be more interested in survival horror/dystopias than fantasy settings, and I've liked things from the 50's ever since my high school history teacher showed us commercials from that decade. To me, the Capital Wasteland from FO3 and Bioshock's Rapture are the coolest video game settings.
Actually Oblivion and Skyrim are the only fantasy games I really like (haven't played Morrowind yet).
I really like Fallout 3 but I lose interest quicker because the world isn't as cool to just walk around in imo. I love the settlements, gritty atmosphere and characters in Fallout though. I hope in 4 they will find a way to make the wasteland itself more interesting as well.
The mind is like a parachute: it only works when it's open