Fallout 4 won the show for me. I also liked that what they've shown on stage was a good 90% unscripted, unlike the staged (how fitting) choreographed crap like other AAA studios generally do (Bethesda went there too especially during Oblivion's demonstrations back then). We saw Fallout 4's in-game crafting / building, character customization and its dynamic dialogue system.
The only thing I somewhat disliked is how often Todd Howard used the damn word "dynamic". How so dynamic this and how godly dynamic that is. The character facial traits during customization is dynamic, the dialogue is dynamic (yeah just walk away from someone in the middle of a conversation, that's dynamic alright), the game's WORLD is dynamic (oh excuse me there, that one sounds serious as heck), the crafting system is dynamic, and how you can dynamically pick up materials around as you explore to dynamically build dynamic houses for your dynamic bases and growing future towns and settlements. I swear, if I had been right there at E3 I would have asked for some of his time for a short interview, in which I would have asked him if the bugs and the crashes would be dynamic as well. Seriously, show us what a classic Bethesda-signed Fallout 3-flavored Fallout 4 dynamic CTD looks like and how much dynamic time it dynamically takes to happen after you first step out of Vault 111. I'd really like to see that one. Also show me when some random NPCs' head inexplicably starts to dislocate from the neck only to end up rotating clockwise on his own axis in an infinite dynamic loop. I'd also like to see what your character can actually do lest resorting on using the Console Commands to get around or eventually pass through some stupid NPCs dynamically blocking your way in a narrow passage.
Now, with this said, I have greatly enjoyed all Bethesda games overall so far (this isn't sarcasm despite what I wrote above). All they need are the usual major community-made fixes to be stable / playable. But once that part is done, their games truly shine (well, generally-speaking; their games aren't perfect, no games are). So as far as the games I've seen at E3 are concerned then yeah, Fallout 4 won in my book.
But I should add that Horizon: Zero Dawn was a very interesting surprise. However, it seems that it is only developed for the PS4 exclusively, which is too bad since I don't own one and don't plan to buy one, but objectively-speaking the game looks original, even though I do feel that there's a certain Tomb Raider vibe to it (from the demonstration shown anyway), but that's not a bad thing for me.