I find the Multiplayer leveling system to be quite fun. I push myself to level up so I can get better masks for my character, haha.
My biggest problem with Bioshock 2 is the fact that I didn't actually feel like a big daddy throughout the game. Your steps don't shake the ground, only your jumps do. You don't make Big Daddy groans and moans. On hard, a few pistol shots take out 2/3 of your health. Splicers aren't scared of you. Your drill is incredibly underpowered. That is, until you get the Freezing Drill, Drill Vampire, Drill Specialist, Eve Saver, Eve Saver 2, Deadly Machines, Hardy Machines and all the Research Damage bonuses. Guns are useless when you've got a drill that powerful.
Security Command 3 is awesome. Same with Winter Blast 3.
Also, I couldn't help but feel that I've been there before. Sure there's new places, but it's all basically the same. Sofia Lamb is nothing compared to Ryan, and Sinclair sucks compared to Atlas. I miss Atlas and his Irish accent.