I know I've posted in a couple of places that I've never really been into FPS games; it seems like there's always something that doesn't quite work for me. I've found a game that works for me now, though: F.E.A.R.2. for a combination of reasons I've played it longer, and have more intention of finishing it than any recent FPS.

For some time I thought that the reason I never finished, or much enjoyed an FPS was that the character never really changed beyond getting upgraded weapons.
Maybe I just didn't play them long enough, but playing Halo3 and COD4 after borrowing them from my brother-in-law seemed to bear this out. After messing around with both of them for probably a couple of hours each, I cased them back up and handed them back over with a sort of shrug.

I also tried the first Bioshock; that one I lasted for at least as long as Halo and COD4 put together. Even then, even there, even with what at first glance seemed to be an upgradeable character, I didn't last. I don't know how far into the game I was before I quit, but I found myself running around a garden looking for a widget when I realized I didn't want to play any more, and for a few reasons.

• I wasn't really upgrading my character, I was just getting more and better weapons.
• I didn't care about the story; here were these people in this little self-contained world, fighting a little war that only they really cared about.
• The combat just wasn't doing it for me. Maybe it was the lack of dual wielding in a place where it seemed like it should have been obvious.

• A story that I'm invested in beyond "go here and shoot things because that's your job". This is one of the reasons COD lost; I didn't care. It's very possible that if I had played the first 2 Halo games, I would be more invested in the story, but starting at 3, I wasn't that interested.
• Environment. I like urban settings more than I thought I would. This is part of what kept COD going as long as it did; something about door to door fighting, sniping, etc. is apparently what I need.
• Pacing. I like something a bit methodical. Maybe deliberate is a better term; enemies should move around an area in a way that seems realistic. I don't mind getting rushed a bit from time to time, but I like it when the enemies react to my shooting them by at least pretending to re-think their strategy.