Right now I am doing a second playthrough of the game, this time with the Broken Steel and Point Lookout DLC. I'm enjoying the game as much as I did the first time, if not a little more.
I just started my 3rd playthrough (my hard drive was wiped and I lost all my data, 150 hrs worth).
That has never happened to me, but I am paranoid about it. Lately, when playing games such as FO3, I have started making occasional save game backups to my USB thumb drive.