Fallout: New Vegas I've played personally and got to 100% trophies (including DLC), and it was just a mess almost the entire way through. Freezes, horrible framerate and stuttering, etc. The four DLC expansions were by far the least playable parts of the game. It's a great game brought down to a 4/10 because of how awful the PS3 port is. Just not worth experiencing if you can't get it on the PC, or at least 360, I'm afraid.
Skyrim I have not played myself, but I've heard nothing but bad about it from friends. Typical PS3 Bethesda port, I guess.
Fallout 3 and Oblivion are the only playable PS3 Bethesda games, and even Fallout 3 has some pretty bad issues.
All Bethesda games on the PS3 are the worst versions of Bethesda game.
The PC versions of there games are best but that is only because the community gets tired of Bethesda's incompetence and make there own patches, the PC versions have mods too.
If you have a PC that is powerful enough to play them then get them for that, if not then get them for the 360 if you have one. If you only have a PS3 then you're stuck with the worst (by a lot in some cases) version of there games.
Current Playing: Front Mission 4 (I finally imported a USA PS2), Forza Motorsport and Wipeout Series.