Wow. I just finished Bioshock 2. Wow.
I can't recall another game/movie/book that I just sat and thought about for a while after.
I went back to the Bioshock wiki and read the story of the first one again to jog my memory, then saw how that "something in the sea" site had way more content than I thought. I spent the whole day going back through everything there and reading the wiki, listening to the messages. I got so involved with this guy Mark's back story, then heard his diaries in the game and really wanted to find him and know what happened. Then I finally did... 
Very heavy stuff that plot. People I've mentioned it to don't seem to appreciate that you're killing innocent people (big daddies) who don't have much choice in attacking you. It made me sad every time I took one of them down. The world being populated with pretty much all bastards is something else I don't think I've seen in another universe before. You're helping and being helped by people who have a slick tongue, but are responsible for all this murder and enslavement.
I'd say the only problem I had with the game, was switching between plasmids and guns got really confusing in a firefight. During a battle, it really needs to pause on the PC and let you pick the item you want like on 360 (wow, never thought I'd be saying that). There was the option in the first one, where it wasn't needed. For some reason it's gone now.
Also I didn't really feel the same guilt over killing a big sister or alpha. They made them too aggressive and I saw them as an enemy like the splicers, instead of the victim they actually were. Maybe it's something about seeing them with the children that does it for me. Somehow their speed factors into it too though.
Edit: Yikes, just played about 10 minutes of the Pripyat Stalker game and had my fill. Those were some painful 1990 looking graphics. That was DX11? I guess I've been spoiled by the lowly Bioshock and Crysis.