To that end, it pales in comparison to the earlier Alpha Protocol, which was ALOT clumsier in many ways, but absolutely nailed the consequences angle.
Example: Both games begin with an encounter with an armed adversary (whether it's a terrorist in both, I don't remember). Both games allow you to kill this gentleman, or spare him. Both games suggest that there will be consequences to doing this, i.e. that there might be more to this person than merely an armed thug.
In Alpha Protocol, if spared, the person can become a recurring contact, and aid you on later missions.
In Deus Ex, if spared, you bump into this person in an alley several hours later, and he gives you a couple thousand dollars. You never speak to him again.