For me the setting of Dishonored is a bit off-putting. Just based on the couple of video reviews that I've watched, Dunwall unfortunately doesn't appear to be a place that I'd particularly want to visit and explore, despite the care and work that has gone into creating it. A rat / plague-infested gloomy old industrial city controlled by some generic oppressing government sounds like among the least exciting settings of recent times.
I'd rather time travel to AC3's setting of the American Revolution, visit Sleeping Dogs's Hong Kong, spend some time with Vaas on Far Cry 3's tropical island, continue to explore Skyrim's beautiful lands, maybe go back to Arkham City once more... or my current favourite, the magnificent and thrilling snowy mountain ranges of SSX.
Bioshock's Rapture was also a quite a miserable place, but the philosophical underpinnings of the game helped make it more interesting (the city being an underwater one was a plus as well
But I may give Dishonored a try next year, when it's more than half off, and see if I can get into it, despite my reservations.