One thing I love about this game is the mature story line behind the over the top violence and fish slapping antics. Don't get me wrong, it's not top of its class or anything, but it's definitely a cut above what I expected from the game. There are issues with things cutting too abruptly to something new or not explaining things, like when you wake up in a new apartment with literally no explanation of how you got that apartment, but overall they've done a really good job with the story imo.
Also, If you read the reports on Wei's phone it really adds to the experience. Love the psych evals and whole Departed/Infernal Affairs vibe.