The scenery is often suitably atmospheric. Each mission is part of an overall campaign, lending a feeling of an ongoing story. Adding to this is the constant use of the same commandos through all of your missions. You get a good feeling of continuity when you see the same faces on the load out screen before each mission. Missions range from simple infiltrations to hostage rescues.
Weapons are realistic, while environments are vast and reasonably realistic.
Most importantly, you're always on the edge of your seat. Unfortunately, the reason for that is often frustration as much as excitement. As you'll find out below, it can go either way. Sneaking around behind enemy lines can be a heart-stopping affair. If you're sloppy with your soldiers, they're going to die.