Games for Windows gave Bioshock a rare 10/10 rating in their latest issue. They admit it's not perfect, but praised the game for its unique game world and compelling story.
I don't usually like 1st person shooters. But I do enjoy the ones built around a good story, Half-life 2 comes immediately to mind. I think I'm going to hold off picking up Bioshock since Hellgate: London is getting close to release, but I'll probably take a look at it in a few months.