If you have to beat him to Zimmer I think it might be too late; you need to volunteer to kill Zimmer in the conversation, I think, though I haven't tried to race him. My guess is as soon as you load a new "area" it's already done, though.
You're a better man than I, though; I'm so intensely curious about these things that I can't just play through and see what happens and then do it again. I feel like I have to do it all "right" the first time, read about alternatives, etc. I play Fallout 3 all wrong, really.
The walking thing you mention is, indeed, very awesome. It's just an all-around fantastic, well-shaped game. I know some people hate the bugs, but man, I can't believe there aren't twenty times as many when you consider the conversation trees, all the allegiances it has to keep track of, all the random stuff you leave lying around, the real-time physics calculations, etc.
By the by, I did have one crazy bug where the people of Arefu (and, naturally, also The Family) turned against me for absolutely no reason. Apparently this has happened to others, too. Now what do I do with the 70 Blood Packs in my fridge?!