Fallout: New Vegas will be fully integrated into Steam upon release. What exactly does this mean, though? On a post on Bethesda's official forum, Senior Producer Jason Bergman explains that, "Fallout: New Vegas uses Steamworks for achievements and other features (such as friends lists, cloud storage of user preferences and so on). Use of Steam will be mandatory at retail. So what does that mean? We've implemented Steamworks in as light and unobtrusive a way as possible. Yes, you will have to install Steam when you install Fallout: New Vegas if you don't already have it."
Bergman also mentioned that any mods will function the same way they currently do in Fallout 3. There will be no DRM, either, other than that you will be required to be online the first time to activate the game, which shouldn't be an issue considering Steam needs to be downloaded itself, and if you're reading this, you most likely have an active internet connection.
Josh Sawyer, the Project Director from Obsidian Entertainment also answered fan-submitted questions about Fallout: New Vegas, including one juicy bit of information revealing that the player can have, "one humanoid and one non-humanoid companion at any given time".
No news yet on whether or not Games for Windows Live will be supported, as Fallout 3 used the platform. Fallout: New Vegas is set to release this fall.
Source: Bethesda Forums