Duck and Cover has a summary of the UK XBox 360 World magazine's preview of Fallout: New Vegas. Here's some new or partially new info:

• Hardcore mode: Stimpaks take a long time to heal, you need a Doctor's Bag to heal broken limbs, and you suffer from dehydration so you need to carry water.
• Obsidian have focused much more on the story than Bethesda did with Fallout 3
• VATS now includes a special attack for every weapon
• Weapons can be modded - one of the mods involves reducing the spooling time for miniguns.
• The Hoover Dam is intact and produces electricity
• Electricity seems to be one of the main themes in the game
• The Helios One solar tower controls an orbital laser platform
• You can get a portable controller for the laser platform and use it throughout the game
• Lots of "grey areas" in terms of actions and dialogue - a combined reputation and morality system means everything you do has an effect on something in one way or another.
• New Vegas will have different endings, "instead of the single, potentially anachronistic 'man/woman saves the Wasteland' finale."
• New weapon - The "All-American" - a rapid fire Sniper Rifle

Other magazines that have recently previewed the game are Japanese Famitsu (with 2 new screenshots) and GameInformer, which also mentions Doctor's Bags, but doesn't have any other relevant information.