I really want to know what you're using. I've added a few things (and tried to force ambient occlusion through the nvidia control panel - doesn't work) but it doesn't look anywhere near that good.
Take into account that it slowed down like a crawl using those settings and I used them only for screenshots but anyway:
This is for the film grain.
This for the contrast/saturation/color tweaks and other neat stuff. Some of its options (mainly the shutter speed and soft focus) kill performance.
This one adds a dynamic depth of field effect, but it's kinda distracting for normal gameplay to be honest. It's configurable and you can turn it off anyway, so it shouldn't hurt keeping it in your load order.
I also use these texture replacers (though I pick up only the textures that interest me out of them):
Ojo Bueno
NV Terrain Recreational Project (without the parallax-enabled meshes from Detailed Normals because in my opinion they just look awful close-up)
and NMC which is the standard for retexturing of Fallout 3, and which, considering how many textures were recycled for New Vegas, covers a good deal of textures for the game. The guy is doing a pack for New Vegas too, but it's far from finished and it's going to take a while before it's out. Also, he tends to do ENORMOUS textures, so don't even think of downloading the full packs. They slow down the game to a crawl for little gain in visual quality.
And to conclude, I use Nevada Skies URWLified for the weather system, but for some reason I can't find it on the Nexus right now (only the original Nevada Skies). They've put it under the option files category of the original mod, that's why. That should be all.
This should be all, I think.