Thief: Deadly Shadows is the third game in the Thief series, which was originally created and developed by the now-defunct Looking Glass Studios. You play a thief who is skilled at hiding in shadows, picking locks, and stealing stuff. Gameplay is largely directed by a strong storyline in which your thief character gets mixed up in something far bigger than just thieving.
Deadly Shadows, like it predecessors, is not a shooter, but a game where you have to be careful to use stealth to achieve your goals. Your character is no super hero; in a straight fight, he tends to get his ass handed to him. He is armed with a blackjack for knocking people out, a dagger for close combat (bad idea, usually), and a bow that can fire various special arrows. Arrows include: noise-maker arrows - which are great for distracting guards so you can sneak past; water arrows - which are great for putting out torches so you can sneak by in the dark (your best friend); moss arrows - which can soften the ground so your footsteps will not be heard; and gas arrows - which will knock people out.
Play is similar to the Splinter Cell games, though the setting is fantasy (magic, swords, and no guns). You have various tools to help you, including: a lock pick for opening any lock; health potions to cure your wounds, explosive mines; gas bombs for knocking out groups of people; and flash-bombs for blinding everyone in a room.
The game has both free-play--where you can just wander around in the city--and times when you are on a mission in a special location where you have very specific goals. The missions occur in a great variety of areas, all fairly different and with different sorts of goals (though stealing is always a goal). This gives the game a lot of appeal and you're always taking on new challenges.
For the missions, you have the chance to set the difficulty each time. Personally, I go with "Expert" (the hardest) as it gives a good challenge and forces me to fully explore the location. You're not allowed to kill innocents, you have to find and steal 90% of the overall loot, including all 3 special loot items, and the guards and such are the most sensitive to spotting you. My recommendation for game-play is to use a ratcheting save approach. Save often, especially before you are about to try a stealth maneuver. If it doesn't work out, load and either try again or try something else.
Probably the most critical aspect of Deadly Shadows is the sound and voice work they put into it. You hear the story as it plays out in cut-scenes and voice-overs throughout the game. Also, the incidental conversations you overhear as you sneak around often give you extra information or a good laugh. At one point in the game, you have to visit an old abandoned orphanage. The sounds used there were chilling, horror movie stuff. It really had me on the edge of my seat the whole time.
Another key element to the story is the excellent detail used to flesh-out the world in which your character lives. There are various factions, each well-defined. The main three are the Hammerites, a strict religious order that has a mechanical bent as well; the Pagans, a tribe-like group focused on nature; and the Keepers, a secretive group that uses glyphs (a kind of magic). The Hammerites and Pagans are sworn enemies. As the story progresses you will go in an out of favor with each group, stealing from them or for them.
Deadly Shadows uses the same game engine as Deus Ex 2 (based on the new Unreal engine), though it has been refined since Deus Ex 2 came out. The rag-doll physics have been toned down (in Deus Ex 2, they got a little ridiculous at times). The game engine is capable of rendering highly realistic scenes including features like moving light sources. Also, you can switch smoothly between first and third person play. The games does put a great demand on your PC graphics card. You should note that Deadly Shadows is said to only run on Windows XP or 2000.
Personally, I loved the first two Thief games. When Looking Glass went under, I thought that would be the end of it. But, Warren Spector, who had worked on the original Thief games, was now at Ion Storm. He had put out the very successful Deus Ex, so he also managed to get the rights to do a third Thief game. This third installment in the Thief series satisfyingly completes the trilogy. I highly recommend it.