Just completed Killzone Shadow Fall today. I must admit I'm surprised that I got around to completely it even though the first mission didn't leave a good impression on me. I like the stages where it's smaller and more narrow- less chance of buggers sneaking up on me. Depending on your perspective, you may or may not like the lack of hand holding, but I really wish they made your objectives a lot clearer. I guess it's good that they let you pick how you want to approach an area, but considering I'm not that good with this genre, I ended up just shooting my way through, but I guess others could appreciate it better.
I figure I use this to brush up my FPS skills for when Destiny eventually comes out.
EDIT:
Oh and also, why do all shooter games have a lack of good boss battles =_= the final stage is just generic waves of enemies.