This last time through, I noted a suspicious panel in the Dowd mausoleum. I investigated, and found a safe with an augmentation upgrade in it behind the panel.

Another thing I never found out on my own was that there are new conversations in the Underworld Tavern after the UNATCO/MJ12 raid on the 'Ton.

There are LOTS of dialogue variations you can only ever find by trying completely new things. There are several variations on your interactions with the owner of the 'Ton and his daughter depending on when you first meet them or if one of them is dead. There is a lot of heart and soul put into this game. I read an interview with Warren Spector where he mentioned the reason you hear something like "This line has been shut down under orders from UNATCO" when you try and use phones found in the world is because someone who saw the game during development asked "What if the player wants to call other characters?" in regards to player freedom.

Since you're talking about Hell's Kitchen, let me add that in my 3rd playthrough I found out how many different outcomes there are with the Rentons (father and daughter). It depends whether you save the daughter or not, kill her pimp or not, whether you later give her father a pistol or not etc. etc.
Amazing depth! You meet them again on later stages (Abandoned Gas Station I think) and they act accordingly to how you helped them.

(this must be the only game I played 4 times)

I'm probably on playthrough 80 or something now. I stopped keeping track ten years ago.

This time, I've discovered that dead bodies make great distractions for greasels, coughing from cigarettes will get the attention of guards, and that the game really can be played without any weapons.

In my last playthrough, I discovered some interesting dialog -
**SPOILERS**
When Paul asks you to send the satellite signal, don't do it. Go to the basement, and find the datacube on top of the server that has evidence about UNATCO. Then go back to Paul. JC will tell him that he won't help terrorists, and Paul will say something like "I guess this is where you and I parts ways... I just wish you could open your eyes."
Unfortunately, you must send the signal to continue the game. But this bit of dialog makes me think that the developers originally planned on having an option to stay with UNATCO.
(Not sure if this matters - I did NOT read the datacube on top of the locked cabinet, and I had killed Lebedev in the previous mission.)
**END SPOILERS**