Metro 2033 doesn't feel quite like anything else on the shelves right now. Most people think it's a Fallout 3 clone upon first glance, and many previews don't do a great deal to remedy that impression.
4A Games was founded by a couple of the developers who worked on the original STALKER, and if you played that, you have a decent idea of what to expect out of Metro 2033. If you didn't, think about it like a weird blend of Half-Life and Thief. It's moody and bleak, with a strong focus on gallows humor, and builds its postapocalyptic world very, very well.
You play as Artyoum, a young man living in one of the subway stations under Moscow. Twenty years after the nuclear war that ended the world, the air in the city above you is lethal, and the surviving humans founded communities in the subways. They raise pigs and farm mushrooms, fighting back mutant and bandit raids while using pre-war bullets as currency.
One day, as mutants attack the station, you give a man your word that, if he doesn't survive, you'll go and find his friend in a station across the city. He doesn't make it, so your job is to somehow make it all the way across postapocalyptic Moscow. Along the way, you'll run into haunted tunnels (one character suggests with a completely straight face that heaven, hell, and purgatory were all destroyed in the war), turf wars, Communist guerillas, a new strain of psychic mutant, and an occupying force of Nazi soldiers.
The big question in Metro 2033 is one of ammunition. It handles actual shooter gameplay reasonably well overall, since it's a first-person game, but the standard-issue handmade bullets that you can find all over the place have the stopping power of harsh language. Almost everyone you're going to fight is wearing body armor and a helmet, and you probably aren't. If it comes down to a straight-up gunfight, you will tend to lose, especially once you start running into guys who're carrying dynamite.
If you actually want to fight your way through Metro 2033, you need to be sneaky or clever, or you need to start firing the military-grade ammunition that also serves as your money. It's effective, but every time you pull the trigger, you're throwing away a decidedly finite resource.
As an alternative, you can play Metro 2033 as a stealth game, which is a satisfying but imperfect solution. It's got the same sense of murderous satisfaction as any other stealth game, as you prowl through a level knifing some guards and avoiding others, but it also has the AI issues you used to run into with the early Splinter Cell games. If one guard sees you, every guard within a hundred yards knows exactly where you are.
Metro 2033 is also extremely unforgiving. It leaves you to figure out most of its tricks by yourself, in stark contrast to most other games these days, so the occasional instant death or broken stealth only makes sense if you go back and examine the area. There's one part where guards will seemingly figure out where you are for no reason, and I had to look up information about the game online to find out that I was walking over a patch of broken glass. Sure, it made sense, but the penalty for overlooking something like that is so comparatively high, and the chance you'll notice it on your own is so low, that it can only be interpreted as a developer backhand.
Really, that defines the experience overall. A lot of games right now have extended tutorials or clearly labeled environmental hazards. Metro 2033 doesn't care whether you live or die; it doesn't operate from that quaint idea, introduced around 1998 or so, that if you bought the game you're entitled to see the ending. No, Metro 2033 makes you work for anything you try to do. You're skulking in the shadows with a completely insufficient gun, unwilling to fire the only good bullets you have, vastly outnumbered and decidedly outclassed. Some of the achievements are ridiculously difficult to get, and no one is quite sure yet how to get the best ending. Playing it is tense, occasionally genuinely horrifying, and fun in an extremely masochistic way.
It's worth checking out, though. Metro 2033 has some pretty solid examples of how to build a believable world, with a lot of useful overheard conversations and some genuinely solid writing. It's probably the strongest pure single-player FPS experience since Half-Life, and it uses its first-person perspective effectively. As a trade-off, of course, it doesn't have nearly enough checkpoints, forcing you to listen to NPCs jabber at one another over and over again as you restart. The really funny conversations at the start of "Front Line" are great the first time you hear it, but after my sixth or seventh restart, I started plotting all of those funny NPCs' painful demise.
This isn't a game you pick up for a light weekend's entertainment. Metro 2033 has a lot going for it, but it has a cruel streak that I both dread and admire. It kept me playing to find out what happened next, but it was always a tug-of-war between my curiosity about the plot and my desire to keep getting brutalized by unforgiving game design.