I loved those cut-scenes, to hear max payne rant in his usual dark voice. I enjoyed listening to that guy, great voice acting (like always). I also like how they've made the whole comic-book storytelling more modern so to speak.
The transitions from cut-scenes to story was also really compelling and made you pay attention during the scenes because shit might go down any second.
The gameplay itself was just plain awesome, the shooting, the slomotion dropping of your last victim, the gunsounds.. everything.
I agree with Ash, panama was really cool.. the confined spaces with a magnum in both hands hehe . The only thing bugging me is the replay value, you can replay it once or twice but then you're basically done with the game. How funny those cutscenes may be, three times is enough, I've played the game for a week and now I'm back to gta 4 again. I hope gta 5 will have some elements from RDR and MP3, combined with stuff from gta 4 that will make one awesome game.
But I trust Rockstar to the fullest, they've never disappointed me