Well it WAS covered in tutorial, but shooting without VATS sucks :-P

VATS is shit in a hard moments as you will take more bullets during the slowmotion. I prefer to use it againt isolated super mutants and stuff, but when there are a lot of ennemies, it will not help that much. For me at least.

'tis not if you don't have shit character in combat. Fallout 3's combat system is utterly broken if you're NOT using VATS mainly - that is pretty much the proof of that. Also, in unmodded F3, you are actually almost invincible during slow motion.

I know I can play it as a pure FPS, I just really like turn-based combat (so I'm focusing on VATS & looking for the best way to use it). On GameFaqs, it was recommended that because I like playing a Stealthy Thief/Assassin, I should sneak in with a couple real-time shots & then go to VATS to finish them off.
I think my problem is that I'm not steady in my aim (just not used to a real-time 3-D environment) & I'm afraid of wasting ammo while attempting it.

With low levels of favorite weaponskills uou will waste radical amounts of ammo regardless of using VATS or realtime. When you get your skills little higher you can literally aim somewhere in enemys general direction and still hit 80-90% of time. So I would suggest that first priority in leveling should be used weapon skill. Work wonders for my missus cause she's a bad shot herself but loves some Fallout 3. And would kick Moira if she hadn't ammo in her inventory when she comes from pillaging the wastes.

Yeah especially considering you're immune to damage while in vats. That makes these bullets a real pain

There are actually a lot of advantages with using VATS: increased crit % chance on each shot, damage boost to limb shots, bonus to damage reduction (and I think this is the only way to get past the 85% hard limit on DR), increased rate of fire for every weapon (since everything slows down but you), little player skill required
Disadvantages are that hit chance is based on the skill of the character, increased weapon degradation, possibility of wasting shots if the target moves behind some cover, inability to move.
Personally I liked Fallout 3: while there are some things setting-wise that don't really make much sense, and guns (in particular scoped weapons) have a tendency to not shoot where you aim them, it's still a good game and I enjoyed playing it.
Unfortunately the internet is filled with fanboys and trolls, so it's usually hard to find a place where to discuss about the pros and cons of the new game in a mature manner. Luckily here on GOG.com the number of mature users far outweights the trolls.

Well maybe i didn't notice. But don't get me wrong, i really loved this game even if i didn't use VATS so much.

I found Fallout 3 to be way too short and rather restrictive in what you can do. Fallout 2 feels like a much bigger game and more story driven atmosphere. I also hated the fact that you got no choice to be able to come and go in the vault you came from.
They still kick you out even after you save them which I think is unrealistic and lame. There is no proper explanation why you have to leave you just get: "We know you saved us all but you can't stay here, you have to leave forever and never return." Why can't I come back to visit? grr.

Me 2, specially the 1 and 3 cause they brought new and good gameplay to rpg videogame world.

So that I do not risk angering anyone
SPOILER ALERT!!!!!!!!!
Click me if you don't mind spoilers

I did that but still felt rejected. Won't go into detail about it, just saying it's a special unmarked quest you can do later in the game.
But if you want to really want to know more then you can click Laidbackgamer's link and yes it is quite a spoiler too in regards to certain characters and their outcomes.

I also felt this after a bit with the game. I've played F2 maybe 10 times now, and there's still stuff I haven't fully explored in the game. When I played through F3 the second time, thinking, "Now lets see all that other stuff I missed," I was underwhelmed because it was mostly just a straight dungeon, or a small bunker with junk in it, with little or no storyline. I'm playing through GOTY edition now though.
There was some things that F3 did much better than it's predecessors though. Making it an open world felt much more immersive than just traveling over a grid map from town to town and randomly getting stopped. I also liked the first person interface, and what they did with the pipboy. And you can get your own house!
I'm quite hopeful that New Vegas will get away from the, "Main storyline, plus some other random junk that doesn't really matter" feel, and get back to how F1&2 felt with things more driven by goings on in the towns and faction interaction (and have a "this is how you changed the world" recap at the end!).
There's nothing totally wrong with any of the games. It's simply a destruction & synthesis cycle, which is ultimately how things become better.

Aiming is just horrible. You would have to try it to know what i mean. Also weapon accuracy is based on player skill level (corresponding with particular weapon type). Which basically means that you hit not what you aim at but what game wants you to hit.