As others have said, it's a tactical game. If you want to go in there killing everyone, you should definitely be aiming at headshots to conserve ammo. Even though you can go the full combat route, it is my feeling that the game was really designed more to be a stealth game, kind of like Metal Gear Solid.
To me, this is the most fun game I've played in quite some time. It has definitely got me hooked, and anyone who enjoys exploring and finding hidden treasures will really love this game as all the maps are expansive and have many nooks and crannies.
The game feels like a cross between Mass Effect and Metal Gear Solid. So if you played and liked either of these, you should enjoy this game.