S.T.A.L.K.E.R. is an extremely odd game. It's taken elements from RPGs such as quests, loot, inventory management and dialogue trees. However it uses all the elements from a FPS for it's combat, there's no stats or leveling at all (outside of some token gun upgrades in the second two games).
The game is one of the few open-world games that feel like the world is alive. Factions attack each other, explore, attack monsters or defend themselves from monsters. It doesn't feel as "flat" as , say, the Bethesda games.
The atmosphere is what the game did perfectly. The game is just grim. A heavy grim that weights on you. It's very subtle at slowly building up helplessness and isolation even though the world is fairly decently populated.
There's also quite some interesting themes going on. The major over-arching theme is the disparity between rich and poor and the changing generation/culture of the Ukraine. This is done via the factions with Duty being the old rightist traditionalists and Freedom being the new younger wave of people "embracing the West".
Then you got the Bandits who are the realists and exiles, trying to survive in a harsh world by any means. Making a quick buck or enjoying their life while they've still got it. Finally there's the "Free S.T.A.L.K.E.R.s" who are a loose collection of nomadic "tribes" who tend to stay as neutral as possible in the Zone politics and try to help "new-comers".
Game has an over arching horror feel to it, but there's very little in the way of jump-scares. It let's the atmosphere put the player on edge by themselves. It achieves this mostly by the zone being a BRUTAL place. You'll be lucky if you survive 30 minutes in the zone without reloading.
I say buy it. It's not a game for everyone but it's hell of an experience, I haven't seen one game come near yet. Shadows of Chernobyl is my favorite and has some awesome mods (go with Complete if you want a good "vanilla" experience), Clear Sky is rubbish sadly but Call of Pripyat has the most gameplay mechanics and quite a good story line (until the final chapter, yuck).