[EDIT] I nearly forgot one of the most important things. The
Deus Ex Continuity Bible! It's all canon, too.
Some quirky little things that may or may not affect gameplay even further:
1) When you're escaping from UNATCO and go to Manderley's office (which you don't even have to do, kind of silly too), shoot a rocket to the room from the door so he explodes, then enter the room and... well, you get sort of a funny conversation with Walton Simons :|
2) Did you meet Smuggler in NYC? Anyhow, first time you're there you can find his apartment door northwest from the subway station you enter the streets. He asks for a password, which you can find out after you talk to Jock at the bar, then go out to the alley where Johnny's threatening S. Renton, and she will give you his password. Smuggler will give you a mission to find his friend Fred Schick(sic). So after getting out of his place, open one of the manholes to get into a secret MJ12 facility (of course JC doesn't know anything about MJ12 at that point). The whole sewer facility thing is rather silly, but it's still a neat sidequest to do, especially to get more guns, ammo and stuff.
3) In Everett's apartment, you can find two secret things: the leader of the Illuminati in a cryogenic freezer (you can talk to him) and a Daedalus-prototype called Morpheus (you can also talk to him). I don't remember the exact locations of them, but I guess you can google them or something.
Also proving that a lot of things were left out of DX, since if you spawn his NPC later in the game, you can have a conversation with him that expands the plot a little and ends with him offering an augmentation canister. Of course, since it was never scripted into the actual game, you get nothing! Geez.
There are many things that were left out from the game.
* The White House - supposedly because they wanted to be really realistic with the architecture and someone in the WH didn't want to have Deus Ex teach terrorists so they left it out... or maybe they just left it out :P,
*A mission to the Moon (one of the Moon maps is actually the second Area 51 level) as well as a space station with a crazy AI (shocking)
*An alternative ending where you join Bob Page. I'm not sure if they ever planned a bit of this ending, or if it's even more than a rumor, but had to be mentioned anyway.
*Chaotic street fighting in Austin, Texas (against the Russo-Mexican Alliance, which was dropped all together) between two groups, in fact, the Vandenberg professor guy (gee, I forget all of these names) was supposed to be the leader of the other group, and he would have been killed and you would have encountered his body in some tunnel with a keycode typed with his own blood on the wall or something like that.
*A level set in post-earthquake California. I think a slight reference to California was made in Vandenberg before Jock left.
[EDIT] *In Hong Kong, you can use 'ghost' (AKA noclip) to go behind a wall in the market and notice this Luminous Path thug in there. You can talk to him, and he mentions something about Paul being married to Maggie Chow... probably being a lie, but still. Kind of freaky that they even let the NPC just stay there.
*Implications that Anna Navarre could have survived from UNATCO. Noticed how Gunther Hermann was all "I WILL AVENGHE HERR" for the rest of the game? In fact, if you don't kill her in UNATCO, Gunther won't mention her in his infolinks etc. yet she won't appear for the rest of the game. Of course Alex doesn't give you the key to exit UNATCO if she's not dead, but you can just abuse the AI in this situation. You have to kill her near the door that lets you out of UNATCO, because the AI is always dumb enough to start just running around when they've been damaged enough. Incidentally the AI can open any door (locked or not), so Anna will open the door that lets you out of UNATCO and you don't ever have to ask the key from Alex. Of course, what you gain from doing this is... well, nothing
*There is one conversation that implies that the game's creators may have planned to let you stay in UNATCO. I don't remember what you had to do exactly, but IIRC when you leave the NSF base right before transmitting anything and go back to the hotel to talk to him, JC will be all "Sorry, I'm not gonna leave UNATCO blah" and once again... it doesn't lead anywhere so you have to transmit the thing anyway.
Of course, this post consists of dozens of IIRC's, bad unchecked grammar, standard FGR confusion but I still hope it is helpful in some way. Since DX is just :awesome enough: to be played through again by doing some different things.
Then again, I probably forgot a few million things, but I'll add them if I remember them.
Also, you might want to keep an eye out for
HDTP and (if you have UT2k4)
DXR. Of course at the moment DXR hasn't even passed its first stage (conversion of DX to UT2k4) and HDTP isn't ready, so it will probably take a long long while until there are enhanced models (yet some of them just suck IMO) and textures. Hm.