Leaving the combat for a bit, Dunwall is a beautiful city and very well designed. It looks truly unique from an artistic point of view, and from a gameplay perspective it is equally competent. Just as with combat, there's many different paths you can take to get to your objectives, and Dishonored tries it's best to provide you with options. There's actually a pop up screen informing you of this; telling you that there's several ways to get to your objective and that you should attempt to be creative and think of alternatives to e.g. penetrate a certain building. Indeed, I've almost always found alternative ways into the places I needed to visit, and I'm certain there's more I haven't yet seen. Your teleportation power is good tool here, aiding you in getting places out of reach which may hide new opportunities.
The city is sometimes like a vertical maze.
Again though, there's a bit of that conflicting nature here as well. Dunwall is painted as being a large, sprawling city, and it gives the impression of being one too. There's a lot of locations mentioned and quite a bit of lore and back story to Dunwall which you'll find out about. The city is always in view from the pub when you're between missions, and it seems to be a living breathing thing. Therefore, it initially seems like there's probably going to be a lot of stuff to explore; you'll find, however, that you actually get to see very little of the city. Even though the game is often about racing across rooftops, or finding side streets to circumvent soldier checkpoints, the game is, without a doubt, linear in it's design. You're always restricted to a small section of the city at a time.
I want to stress that it isn't bad design; the level design beats a lot of the "corridor shooters" of today by at least giving you the illusion of a freedom. However, those corridor shooters make no attempt to convince me that I have a choice as to where I can go go, and Dishonored does. It did come as a disappointment to me when I realized I couldn't truly venture where I wanted to: I was expecting Dunwall to be like a completely modeled city, and that wasn't the case.