It's strange, it's not a scary game as such, but there are tense moments.
Like someone else said, I'll avoid the subways even if it means walking double the distance...
There's also a bit where you could find yourself sneaking around in some minion lair, if you're sneaky enough you'll get in and out undetected.... I got IN undetected:dapprove: I jumped big time when something got me from behind.
The world is completely open, the only limit is how you tackle things. Try raiding the towns as an early undeveloped character and you'll get owned. But it's not fixed.
If you've been reading the thread, you might get the notion that's been realised lately, that everyone seems to have taken the game differently, and it plays differently in each case. You can compare missions, but I doubt Cookie, for example, gets much cooperation from normal town dwellers (they flee from you if you're too reknown for being evil).
Definately worth a go imo.