Fast Caps:

Go to the casino/bar, talk to the black man wearing metal armor and hold 1 + 4. In about a minute you will have over 2,000 caps. You must have at least 55% on Gambling to get this amount. The higher the percentage, the faster you will get more money.
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Mutant vat torture
Bring an NPC through the mutant vats from the watershed mutant in Necropolis. Load him up with your weapons, armor, stimpacks (save 5-10 in your inventory), and ammo, but do not bring everything. When Harry takes you to the vats and the torture begins, use the stimpacks in inventory to heal in between the torture sessions. Take your items back from the NPC after returning to your room.
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Better armor class
Note: This trick requires v1.0 of the game. Get a bag and some armor. Equip the armor, then enter the bag. Drop the armor off of your character, then pick it up. Repeat to build your armor class.
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Access lockers and get The Blades' weapons and ammo
Go to the place above the cathedral, LA Downtown. Go to The Blades' leader. Tell her that you will get the weapons that she needs. Fight your way past any Deathclaws and go to the Gun Runners. Get good weapons and talk to Gabriel. Offer to take care of all the Deathclaws, and he will present you with two options -- either get lots of weapons and ammunition for yourself, or give weapons and ammo to The Blades. At this time, choose the answer for yourself. Take care of all the Deathclaws, including the mother and her eggs. After this, go back to Gabriel and tell him you have taken care of all the Deathclaws. Take the weapons and ammo for yourself. All the people should move around. Walk off the stage to the place where the Deathclaws were, then walk back. Everyone will stop moving. Talk to Gabriel. Ask why he does not get many visitors, then tell him that you killed all the Deathclaws. He should say that you have to wait a few days. Return to The Blades' base and rest for two days. Go back and he should ask you what you want for killing all the Deathclaws. Say that you have some friends who could use weapons and ammo. If done correctly, you should be able to access the lockers but still get The Blades' their weapons and ammo.