@"igniter55" I find the chosen one to have the funniest, but yeah courier for the win.

Courier, I can roleplay as him by giving him an interesting backstory, *cough* Immortal mercenary assassin *cough* there is more ways to roleplay when you make characters like these, unlike my sole survivor, which has a son and is married, I like to make my character a lady killer and a drifter, cause i always think that he never grows old and moves on from one girl to another, so yeah, Courier rocks
"I am the dark and the light, I am the thing that keeps you up at night"

I haven't played yet to Fallout 1 and 2 so I prefer the Courrier because we don't know anything about his past counter to the lone wanderer and the soul survivor who have their own past.
So we can imagine the Courrier's background before he was shot by Benny which reinforces his mystery.
Furthermore I found his storyline more interessant than saving a father or searching a child.

Courier is the favorite protagonist of mine, by the reason that although he/she is definitely not an ordinary character the lack of information about him/her allows player to shape him/her in the way he/she want to see him/her, which opens up a lot of possibilities for roleplaying and expanding the main story in the way that player wants.

the courier for sure.

The Courier. I felt more in control story-wise than in Fallout 3

The courier has so much personality especially when failing skill checks its great fun to see what they say.

As far as the Fallout Series goes, definitely the Courier. The Lonesome Road DLC did a great job at giving you a glimpse into how big the Couriers impact really was, before the events on the strip. Then, if you add the alternate start mod into the mix, you can really put your own personal touch on who "your" Courier was.

The Courier.

He survived a bullet to the head (Wich is during gameplay normal i guess) but compared to the other intro's of the game (Being frozen for 220 years, growing up in a Vault, leaving for a chip and helping your village) and that The Courier is faced with the faith of a whole area and who will rule, having his heart, brain and spine taken out and replaced, survived a pre war filled with horrors casino, going to Zion and murdering a whole tribe and walking the Divide im pretty sure his badass lvl is near Chuck Norris

Gotta say the courier, mainly because they are whatever type of character you want them to be. There's no set backstory and the only thing really predecided is a single event.

Although I like the concept of the Lone Wanderer's character being literally born into the world, and its impact on one's emotional attachment for that; and although I like the Vault Dweller for being the first one to venture into the harsh wasteland... Chosen One and Courier will always be my favourites. You have so much freedom to shape both characters to your liking that I become disappointed everytime I think about Fo4's protagonist and the RPG restrictions connected to the game.

Just like @SixShooter said, I'm going with the Courier because there's much more roleplay potential. If I want to play as a bad karma, German-born, Nazi uniform-wearing murderer, I can only do it in New Vegas because the other protags, voiced Sole Survivor especially, wouldn't make any sense. Albeit, a Nazi working as a courier in Nevada seems a tad far-fetched in itself, but whatever. Er, that being said I never actually did make a Nazi character, that was just hypothetical. I swear.

Edit: I beg to differ, @Fidller, but the Lone Wanderer got a chunk of his brain removed before killing a literal brain (if you chose that ending), escaped enslavement, liberated Anchorage (albeit in a simulation), and fought Aliens, then took over their ship. But your point still stands. The Courier's super badass. I think the Lone Wanderer's just a damn psycho.