This game is pretty good on the whole, it's short but it's definitely worth playing and some sections, like the finale are flat out awesome.
Forget Fallout 3 this game is all about survival, it's scary in parts but it's not really survival horror. To be honest it's more like Half Life 2 than any other game.
The whole idea is that people incredibly vulnerable and that the Metro dwellers are just hanging in there, there's a story, sort of, but the main thrust of the game is merely surviving long enough to make it to the next safe zone.
On normal difficulty you get no help whatsoever, forget to load your gun or protect your gas mask, tough, you die, Metro is as much about remembering to do these things and not to do anything stupid as it is blasting mutants,
You also have to watch where you're going because the tunnels are full of traps and holes in the floor, there are also piles of glass and cans strung up on lines which crunch and rattle and alert enemies, the AI is merciless once it knows you're there.
There's an overall air of desperation and emotional stress coupled with some downright weird stuff, like Neo Nazis and Neo Commies fighting in the upper levels of the system and trippy hallucination scenes reminiscent of the Fade in DA:O, basically everyone ends up being your enemy at some point.
There's been some criticism of the shooting and movement mechanics but they're just somewhat anachronistic, not really broken, think of The Darkness or Oblivion.
Overall the game looks great, the character models have those weird, too white staring eyes but the environments look great and the sound is amazing.
I'd suggest Metro 2033 as a rental because it's only 8-10 hours but it's definitely worth playing.