I can't decide whether or not Bioshock Infinite is a game I'd want to play. As a person who loves a good story and appreciates video games as an art form, based on what I've heard, Bioshock is a must-play. But I'm really not into the whole steampunk style, I don't really enjoy first-person games in general, and based on the few videos I've seen I'm not sure the combat is something I would like. So I'm a bit torn about whether or not to give it a try just for the sake of what I hear is a good story.
I also haven't played any of the other Bioshock games. I don't know whether or not that matters.
You could still play Infinite and enjoy it, though, personally, I would suggest playing the first Bioshock games if you want to appreciate Infinite as a whole. Generally, I am not a FPS person either... In fact there are few exceptions to FPS games I like, and the Bioshock series is one of them. They all have good stories, in my own opinion, though, if you are interested, I'd suggest picking up the first one (which is likely cheap, 10 bucks at most I think when I bought a copy for a friend last Christmas) and playing it before you try the rest that way you don't really waste your money on a newer game that you're not even sure you'll like! I also think that there is a reasonably priced bundle for the first and second out now that Infinite is growing in popularity. I would say that you won't be disappointed, but I'm not you, so I guess I can't say that with full confidence. I find it hard to understand a point of view where it is disappointing, though. Most people that are disappointed with the series usually complain about really minor things that don't really matter in the long run (at least I think) or they just don't understand the story in its entirety. Either way, if you like the first, I can tell you that you won't be disappointed with the rest (though people have complained about the second one. I personally don't think it's bad, it just seems like additional lore to the first game).
As for being steampunk, I find that an interesting adjective for it. I've heard a few other people say they consider it to be steampunk, but I feel that it is very different from the steampunk genre. I mean, sure there are similarites, but I don't exactly find it to be 'victorian,' I guess, which is something I heavily associate with the steampunk genre.