I have only played through Dead Money once and it felt extremely claustrophobic to me. I wanted to get the hell out as fast as I could, considering how tight the halls were, a bomb was strapped around my neck, and the limited weapons you were allowed to use to fight the enemies.
It sounds like to me that I should go through it again slowly if you had a positive experience, I might too. :)
Also, of course you would have a lot of thoughts on it; It is the best Fallout. :p