I spent a good portion of yesterday and this morning playing Dishonored, and so far, I'm really enjoying it. The atmosphere is great, even if the story is a little uninspired. It manages to mix aspects from a number of different games and come out feeling like its own product.
It doesn't quite do sneaking and thieving as well as Thief, nor does it do assassination as well as Hitman, but that's ok. Both of those franchises have new installments coming out, and I'll look to those to get my fill of what made them favorites. Dishonored is its own thing.
I decided to play through on the hardest difficulty, without killing anyone/getting spotted. It requires remembering to save often, but I find it to be the most challenging/rewarding way to play. Your mileage may vary.
My first recommendation right off the bat is to make sure you spend a few minutes tweaking the settings. Get your brightness/shadows in the right place, customize your controls, etc. You'll have access to a number of different abilities in the game, and accessing them comfortably is key.
The leap/teleport/blink ability is one of the game's biggest strengths, and biggest weaknesses. Since I'm playing through without killing anyone, I invested my runes into improving blink first, to facilitate stealthy travel. I highly recommend it, since rank 2 blink is invaluable. It opens up such a vast freedom of motion and it's a really cool way to get around.
However you'll find that once you get it, the game also gets a lot easier. It almost becomes like a cheat button, in that you can simply teleport past difficult guards without being seen, as opposed to other games where you'd have to use more timing and skill. It doesn't really ruin the game at all, since it's built around Corvo having these powers, but for people that love Splinter Cell/Hitman/Thief, it may still feel a little... cheap.
And there are other quirks, for sure. You can blow out candles, but you can't break/turn off lights? It's weird, and a lot of the game feels bright and exposed. Playing on the hardest difficulty helps a bit as enemies are more likely to spot you, but even then there are times that I question how they can't see me. This includes walking into someone's bedroom and stealing all of their shit right in front of them without invoking any sort of reaction.
That said though, it's fun sneaking around, trying to figure out how to neutralize or get past guards without killing them. The environments are great, and invoke a lot of memories of Half Life 2 (for good reason). It's a well constructed game, and while I don't think it really pushes any boundaries, it's something I can definitely recommend to anyone who liked a game like Bioshock. Whether you play through it bloodless, or slaughter everything in sight, whether you care about all the lore and collectables or just want to tackle the missions head on, there's a path here for everyone.