StingingVelvet: I tend to play Dirty Harry types in video games who break society's rules but are very ruthless when it comes to punishing what they see as evil. I see this as a fantasy though, like the Dirty Harry or James Bond movies themselves, and it is not how I personally see the world. If Dirty Harry actually existed, I'd probably call him a fascist and ask for him to be prosecuted.
In the broader sense of world crafting, I definitely prefer moral greys. When a game is too black and white, good versus evil, I tend to roll my eyes a lot. Especially an RPG where you make dialog choices. Fallout 3 for example is very much "I'll help you free of charge!" or "I'll kill you for talking to me!" with very little between them, which was lame.
I think it's worth asking if such scenarios really are "grey" rather than a case of "priorities." This is what makes characters interesting in many games: when the heroes, villains, and everyone in between makes their moral cases for their decisions. Obviously, Dirty Harry is a cop because he believes in the law, however his personal inclinations have priority over his actions rather than the law. Some might describe him as "chaotic good." Compare this to, say, Emperor Palpatine, whom clearly has the law on his side, but has an open disregard towards anything resembling a moral compass.
As a result, the difference in premise between Fallout 3 and New Vegas are crucial. In 3, there's really no rightful faction, and neither side is really presented as "law." In new vegas, this is the "NCR" as the "lawful faction," while "the legion" is also a "lawful faction," but attempts to base itself in morality. You also have the House faction as being "lawful," as well, but he clearly has certain interests in mind with a disregard for morality (i'd argue he's not all that different from the legion). The chaotic faction is, well, the only one that hints at morality (but, even then, it's more neutral than "good"). As far as Bethesda is concerned, The Elder Scrolls presents far, far more interesting scenarios, because they do a good job at convincing you of their side of the argument prior to exposing their corruption (sometimes the other way around, as is the case with the main antagonists of the games).
EDIT: I think now would be a good time to point out that the resounding message of these games and movies seems to be that "lawful inevitably becomes evil." Look at "The Dark Knight," for example. "You either die a hero or live long enough to become the villain:" lawful-good either dies, or you inevitably face the choice between chaotic-good (Batman) or lawful-evil (Harvey Dent).
And i think this goes to the heart of the "meta convo" we seem to be having: we'll always be tempted to the alure of the "lawful good" approach, but society (inevitably law) either eventually changes to adapt to pressures to protect itself which is manipulated by evil to make society evil, or it fails to make changes which makes it an evil. We can easily target the "chaotic evil" people that make up the "other side," but choosing between "chaotic good" and "lawful evil" are often really hard. Simply look at the political compass, and it's not hard to identify the "lawful" vs "chaotic." Everyone will, however, argue on whether left or right is "good," and vice versa. The question, fundamentally, on individualism becomes whether or not you believe "your guy" will inevitably become the next "Joseph Stalin" or "Adolph Hitler" that was someone's "lawful good." Do you honestly believe that you won't inevitably end up on the wrong side of the argument? Is it not better to advocate for a world in which "chaotic good" and "chaotic evil" have trouble becoming "lawful evil"?