If the entire BioShock series has passed you by this generation -- anyone? -- Steam is willing to let you have the entire trilogy with change for a Tenner. The superlative original game still stands tall with its compelling setting and fearsome twist, while 2K Marin's sequel was arguably redundant yet hit hard with a more emotional storyline. Infinite... well, speaking personally, I was riveted for the duration but the more I think about it, the less I like it. Still worth playing, though, so you can wade into debating its ambitious plot and moaning about its rubbish tower defence bit. Thanks to good_kid_maad_city @ HUKD!
On another personal note, I'd highly recommend picking up the Minerva's Den DLC for BioShock 2. It's fantastic.