In RPGs, I generally prefer to play as a spellcaster. Since these games don't have that option (seeing as these games, I assume, lack magic entirely), what sort of builds would you suggest for me?

One other thing: I tend to prefer builds that are mechanically interesting to those that focus on raw power.

Also, in case it matters, I always play female characters when given the option. (Are there any differences?)

Impossible to answer but if you point a gun to my head and force me to choose, I recommend small guns and speech with highish agility, perception and intelligence for FO1 and 2. See above. Shooting shit isn't the only way to get through FO 1 and 2 which is why i recommended speech. FO:T, it's all about shooting shit so I don't have much advice to offer there. There are some dialog differences and different ways to finish quests but nothing major. Telling more would be entering spoiler territory.

I suppose you could stock up on drugs and explosives and think of those as your "spells." As noted, there are often ways to talk your way around a problem. Consider it a Charm spell if you wish.

There aren't many combat mechanics apart from the ability to target specific areas. If you hit someone in the arm they may drop their weapon. Hitting their legs may knock them down or cripple a leg. Shots to the eyes may blind them. Headshots can knock them out, letting you take their stuff or finish them off. There's also the possibility of instant death from head and eye criticals.

Raise INT and Science if you wanna feel like the wizard who knows everything.

If you haven't already, you may want to check out Tord's Let's Plays of Fallout and Fallout 2. His character Lily Black may be something you could base your character on. Sounds like your playstyle and his are pretty similar. His Baldur's Gate and Neverwinter Nights series are pretty cool as well.

Note all of his videos are 10 - 15 minutes long, so there are a lot of videos for each game. Sadly, he is no longer producing videos, but what's there is a lot of fun. =)

Flynn