Hmm, here's an ancyent thread
on the game.
I thought Metro 2033 was a very good, if unassuming game. It doesn't have an epic story or grandiose battles, but it does what it has to do well.
What I like the most about the game is its tight combat. It's a lot like STALKER in that you have to be on your toes and keep an eye out at all times. Ammo is generally scarce and you have to pay attention to what the NPCs are saying (or suffer accordingly). There are plenty of sections in the game where you have a place to cross and it's up to you to use stealth and combat in tandem. A lot of situations you feel like you escaped through the skin of your teeth, and in a personal kind of way, not in a scripted, Call of Duty kind of way.
The story and writing only really pick up toward the ending, so stick it out. Also, while bullets are currency in this game, don't fret over not having enough to buy stuff. You find fairly good guns lying around in the game. If you have to spend, spend it on armour.
And I cannot stress this enough, but keep all your resources stocked up as much as possible, especially your gas mask and its filters. If it's even a little broken, exchange it the first chance you get. I was in an ugly situation near the end of the game where I had a broken mask, entered toxic area at the beginning of a level and kept dying because there were no replacement masks around. Had to redo the entire previous level.
And I don't want to spoil the story/endings or anything, but just pay close attention to everything that's happening in the game. The game is watching even the smallest of things that you do.