I am playing though Red Dead now and it's a great game. I haven't heard of Infamous but I can definitely recommend Fallout 3! I had it for the PS3 and enjoyed it so much I bought a copy for the PC so I could enjoy the many wonderful mods that people can make for the game.
Here's the skinny on Fallout 3:
There is a main quest that can be followed straight through or you can take a break from it and do sidequests (some of which are pretty cool as well)
You can go anywhere you want whenever you want and the map is fairly big although not quite as large as Oblivion and the only transportation in game is the "shoe leather" express although you can fast travel to places you have already been, the subways are long disabled but the tunnels will get you access to different parts of the Metro DC area and in a few other select cities on the map.
There are two radio stations to listen to, Galaxy News Radio where the host Three Dog gives news reports that update as you complete certain key quests

and he plays an awesome mix of 40's music! the other station is the President giving patriotic speeches and such.
There are a few very cool places like Oasis,Minefield and Andale that add a little offbeat flavor to the game.
You can get companions to join you depending on your alignment Good,Neutral or Evil and they can be very entertaining to have along.
I would suggest getting the Game of the Year edition because it has the add-ons and they are quite good too with my favorites being Mothership Zeta and Point Lookout.