I've been a big fan of Max Payne for a while now. Used to play it on the PS2 when it was still a relatively fresh game loved it then too. The atmosphere was a main selling point for me, it was perfect, also the way the cutscenes were designed in a comic-fashion was such a good move. What a truly fresh way to tell the story.
It's one of the few games where I feel that the atmosphere was just perfect. The cold, wintry weather of NYC to signal how Max has basically lost everything, and has just become cold and quite ruthless. A far cry from before when we see it all Sunny and how his life is good. When it opens, and you go in to Max's house to see it all smashed it. I still find that to be terrifying, how it all just changes in an instant for him.
Also, who can forget that Nightmare sequence, that was so f*cking haunting. Where you just hear the baby crying in the distance, and make your way through a maze. Crazy sh*t, that used to scare the sh*t out of me lol. The Original is by far the best IMO, nailed everything down perfectly in terms of atmosphere, gameplay and story. The second and third are both really well done sequels though, although I'll admit to being quite put off by some of Max Payne's 3 setting at first, because it was off from what I was used too.
Max Payne 3 is just beautiful though, I loved the moments when you go back to classic Max, and he's wearing he's usual gear.
I think they picked the comic style cutscenes so they wouldn't age as badly as some other cutscenes from games of that era, but they were pretty well drawn. The nightmare sequences were pretty terrifying, but frustrating as hell, had to use a map to get out of the second, but I thought they revealed a bit about Max's problems. But how do you mean the moments in Max Payne 3 when he's classic Max?