I finished HL2 tonight. The ending is very similar to the first game... kind of like the X-Files... the plot is never fully developed in order to get you to tune in to the next episode.
This was a great game, and I thoroughly enjoyed it. I played on the "easy" setting. It might have been more challenging to play on the "hard" setting, but then again, I might have gotten frustrated if I kept dying all the time.
There were parts of this game that were scary. I never played Doom 3, but HL2's "Ravenholm" and "Nova Prospekt" levels were very creepy with dark shadows, droning music, and things that go "boo!".
One recommendation I have for anyone playing this game: defragment your harddrive after installing the game! HL2 is a huge installation, and it scatters files all over the disk. This makes the time to load levels and save games quite slow. I saw a huge performance improvement in load times after I defragged my harddrive.