Just finished the game on my first play through on Hard.
Overall, despite it being an excellent game I kind of found it to be the worst of the 3 games when it comes to that sense of adventure.
It's got the best puzzles of the 3, is the most challenging of the 3, the best looking, and the most technologically superior, but overall it seems to be lacking a lot of that atmosphere of being in a faraway place that few have ever been to.
It starts off more slowly and it takes a while before you get to that 'Wish I was there' type setting. Uncharted 1 spent most of it's time in that far out location, Uncharted 2 a little less, and Uncharted 3 due to the many destinations spent even less.
Everything after Drake takes a nap is excellent but before that it's neither here nor there. The character ensemble is a compliment to Uncharted 2 but because of that, Elena and Chloe are under served. The villain is also fairly forgettable.
The desert sequence also uses a lot of fade to white transitions that made it feel disjointed, whereas different or multiple camera angles and shots could have been used instead of suddenly day, suddenly night, suddenly day.
I also see what everyone is talking about with the aiming in single player.
The only game that looks comparable would likely be The Witcher 2, but this game is doing things no other game does in one package. Oddly enough, while I was impressed with the procedural ocean part, I wasn't really too wrapped up in it from a story standpoint since it didn't really impact the main story at all.
Oh and the full on rush by the enemies detracts from the overall aesthetic of the game. I liked the slower approach in Uncharted 1 & 2 which dropped in enemies from different angles to force use of the environment from different perspectives. In 3, running at you like zealots just makes you ignore the environment forces you to bunker in to one area.