I am one of the many people who played Mass Effect and loved it for its twisting plot and deep characters. The sequal was driven more towards intense action. It still maintained the same feel, but had many obvious attempts to branch out from the RPG fan base to the much larger shooter fan base. It was rewarded with much, much better sales.
Thermal clips; no good story reason, but not that annoying. It even made me use other weapons besides my assualt rifle, which was the ONLY weapon I used as a soldier in ME1. Its a good game mechanic, even if there's no logic behind it. IF they were to fix their logic (never going to happen) then the weapons would function like ME1 weapons when you run out of clips.
The change I didn't like was the characters. It's not the characters themselves; most of them are good additions to the team. Its the fact that if you don't want to talk to them, there are zero interactions you have with them. They're irrelevant to the plot. Think about the first game. The characters maintain a presence even when you don't choose them for your squad or talk to them on the ship. You have meetings with your squadmates, and not just your favorite two. They tie into the story, and give their opinions on what happens. Also, there are significantly less dialogue options. Everyone had a new topic after the latest mission in ME1, but it takes a while to move forward with new conversations in ME2. You cant even really talk to the DLC characters, just listen to them.
The suicide mission is the only time this manifests in ME2. Its the absolute best part of the game, especially since it adds a new "Anyone can die" feel to the game. The first time I did the suicide mission, five deaths. Mordin, Legion, Grunt, Zaeed, and most heart-breaking, Tali. And I loved it. I had a much more fun experience than my perfect, even the crew lives, achievment-winning mission I did later.
For me, the ideal ME3 experience would be suicide mission after suicide mission. Not on the same level of climactic events, but in the way that you give orders to more than just your current team, and that perhaps a bad placement would lead to a bad ending to the mission, maybe character death.