I freakin love this whole franchise (except Thief 2014, this one's just ok). The sound design is outstanding (I've never encountered this element so well done in any other game, you can actually hear what kind of floor the enemy is walking on and how far they are from you), level design is sometimes quite complicated, but also very logical and fun, voice acting is fantastic (Stephen Russel rocks), music is weird but also great (I especially admire Deadly Sadows soundtrack).
The thing that makes me go back to this franchise the most is that you get thrown you into a level with several objectives and you gotta figure out where to go and what to do with the help of a map (that's often completely unclear if it's aviable at all), a compass, npc's conversations and your brain. That's fantastic.