I'm picking mine up tomorrow fingers crossed

If you're getting yours from GH, they posted that their stock arrived in the evening.  I need some good SP gameplay, diablo III keeps disconnecting me

Started and just finished the game on hard.  On that difficulty it's a real challenge and I've died many many times lot.  So things that bug me are the unskippable cutscenes (in story mode) and the game changing your weapon loadouts.  The style is well.. Max spends most of the game drowning in booze, maybe the devs wanted gamers the experience his hangover? While there's sudden checkpointing with doors locking behind you, it's quite easy to go back with chapter select.  I don't quite agree with your sudden death issue due to the following reasons.

The feel of the game is very different to MP1 and MP2, where the combat is, i would say, far less tactical.  Now, it's very much a cover shooter rather than the old "matrix gun-fu" Max.  The cover based shooter with bullet time has already been done by Vanquish so MP3 really needed to add something new to the gameplay.  For me i feel there's real weight to max payne maybe because he's not a super hero but just a washed up ex cop.  Combat on hard is genuinely hard and stupid play will reward you with the stylised "dead" scene.  However, turtling also gets you killed because the AI is really sharp and enemies will suppress and flank you.  For every bullet time slow cam that shows the enemy's death in gory detail, there's a Max death scene which serves to remind you just how brutal the game is.

Anyway I'm playing New York minute now which lowers the difficulty (after having played hard) and strips most of the cutscenes.  You're left with a game that flows really well from battle to battle.  I do agree with you that the game has its annoying flaws but i wouldn't rate it below average. 

Have not played MP, will maybe dabble a bit once I'm done with single player.