So you haven't played games in a few years. And you wanna see what your new videocard can do. And check out how modern games look. Right ?
I'd play BioShock then, if I were you. It's not a very complicated game. Especially not in the first hours. Later on you get more weapons and you can tweak your abilities a bit (like a mini-RPG). But overall the game is not overly complex. The path you take through the game is pretty much "on rails", so you can't get lost or confused. The graphics are nice. Not a lot of tweaking you can do, or need to do, to make it look better. There is a specific goal to the game, and a specific end. Perfect for when you return to gaming.
Skyrim is the better game. Ten times better. That *doesn't* mean BioShock isn't a good game. Skyrim is just in the all-time top 5 evar of all games. No doubt. But Skyrim is a larger game. No straight track, you can wander around for days. Skyrim looks good, but needs a lot of tweaks to make it look better than BioShock. You probably need to make a lot of gameplay choices in the first hours. You need to read more (quest texts, etc). You need full concentration for Skyrim. In BioShock, you just move forward, shoot anything that moves, and only pay attention to the story during the cut-scenes.
I haven't played New Vegas. I only played Fallout 3. FO3 requires even more tinkering than Skyrim to make it look extra good. The world is just as open. And you need to be focused, just like in Skyrim. BioShock is definitely the better game for you.
If you finish BioShock, and enjoyed it, and you're ready for more gaming, and you like fantasy settings, then I'd recommend you try Skyrim as your 2nd game.