I'd recommend that the only mods on an initial playthrough would be graphical enhancements, optimizations, bugfixes and the like, assuming you want that kind of thing. Some mods can ruin the story or change the way one plays the game due to introducing new mechanics. I always say that if you want to experience the game the way it was meant to be played, don't use mods the first time through.
Of course, if you want to introduce new characters, locations, or mechanics, then by all means use mods. The decision to mod any game, including Fallout games is up to the player.