The setting, the humour, the fact that the developers dared to use profanity and adult themes in the game. The combat system was a plus though, whilst a bit slow at times, it was hilarious to shoot someone in the groin, and read the description of exactly how my victim fell to the ground, screaming in agony.
Another major plus was of course the freedom to do pretty much anything, if that snotty kid pick pocketed you, you where free to kill him.