Missing out some dialog annoyed me at my first playthrough as well, maybe because I always charged the enemies directly (or they did with me). Anyway, I'm at my second playthrough right now, and I actually enjoy it even more! Mainly because now I actually hide in a corner, listen to the nutjobs (I know I know, but it's fun!) and listening to every record so that I don't miss out any tiny part. It certainly lacks the huge and eerie environments of a System Shock, but in other ways it's superior (AI, Art design, story) to SS2. Overall, it's a classic in my book, considering that it's also the best FPS since Deus Ex. Besides, since Bioshock sells like hell now, Publishers like Eidos or EA respectively might consider to give DeusEx 3 or SS3 greenlight for development.
Edit: Oh, and it notably lacks Eric Brosius as well.