I will agree that the ending is a deep-down-dirty cliffhanger that was just so darned anti-climactic. HL was a little unsatisfying in that, though you did a good thing, you still got stuck in limbo on a stupid train car.
HL2, you don't even get to figure out exactly what it was you did. No word on the fate of the citadel, or Alyx, or City 17, or anything! I mean, when you killed the Nihilanth you knew you had done good. I don't know what the hell I did when I blew up the portal!
The Matrix comparisons are unnervingly accurate in some points. If HL3 ends up anything like Revolutions, I may just have to kill myself.