IGN has a preview of Metro 2033 up, and to give a bit of perspective, they compared it to Fallout 3. Highlights:
To better grasp the horrors within, it's instructive to compare Metro 2033 to Fallout 3. In both, the remnants of civilization are besieged by mutants, bandits, and the invisible sickness of radiation poisoning. Yet while they are superficially similar, at their core the games are nothing alike. Fallout is riddled with in-jokes. Metro is as serious as cancer.
Take money, for instance. In Fallout, people use bottlecaps as currency; these pre-war artifacts are scarce simply because they aren't being made any more. In Metro, people use 5.45mm caliber bullets. In an early mission, a young scallywag offers to guide you to your next waypoint in exchange for one of these irreplaceable little slugs. As this post-nuclear Oliver Twist leads you on a merry course through grubby corridors and filth-encrusted pig pens, the thought occurs: does he want the bullet to buy candy? Or does he just want to end it all?
They basically say Metro 2033 is a much more realistic game, although more linear than Fallout 3. That is one of the complaints I think we all have about Fallout 3 as well: it was a bit too aimed at kiddies who would go "WHOA check out that fatman!" The original Fallouts didn't have that sort of thing. I guess it's all part of the console culture.