Borderlands is ace, although the co-op in split screen is a bit iffy (can't select which way to split the screen, can't play split screen with other people online, menus aren't really designed with split screen in mind). Co-op on Xbox Live is good though.
If you like third person adventury stuff, also consider Bayonetta, utterly trollopy but utterly fantastic. You can breakdance whilst shooting from both your hands and feet. AND suplex a dragon.
Darksiders is also ace, quite a hefty game though. It's like a cross between the 3d Zeldas and Soul Reaver.
Out of the three you actually asked about, I'd pick Fallout 3.