Super fun gameplay that combines bullet-time with a "shoot-dodge" mechanic, allowing you to dive through the air in slow motion as bullets whiz past you. Every bullet is a physical object in the game world and reacts realistically with the environment around you, something that was quite amazing at the time. Although it all feels a little bit stiff when compared to modern games, it's still fantastic fun, elegant and "cinematic", and not many games have achieved that stylish John Woo type action in the way that Max Payne did.
This is a very moody and atmospheric game, with a clever art style and an intentionally tongue-in-cheek story. The writing is flowery and filled with metaphors, nailing (and in many ways parodying) a neo-noir style, and most of the story is relayed to you through graphic novel sequences at the start and end of each chapter. It's dark and depressing with a good dose of humour and cheese on top. It's mature, gripping, and not something you see much of in games, but it's not meant to be taken too seriously.
My main problem with Max Payne is the difficulty. The game is very difficult even on the easiest setting, and that would be okay, except it's not difficult in a very enjoyable way. You lose all your health extremely quickly, and enemies have pinpoint accuracy and telepathic knowledge of where you are in the map. The way enemies are placed in some rooms means that the only way to know where they are is to run inside, get shot and lose half your health so you can work out where the bullets are coming from. Often enemies will be standing right next to doors that you need to enter through, pointing their weapon at the door ready to shoot you the millisecond they see you. The best way to have a good experience with this game? Save-spamming. Quicksaving before every encounter. It's cheap, but so what? The game is cheap too, so fight fire with fire.
But apart from that, a little awkwardness in things such as the level design, and obviously the graphics; Max Payne has aged very well and it's still a very unique game, despite some aspects of it being copied a lot by other developers in subsequent years.