1) You were scared by BioShock? Wimp... it was a little creepy at times, but never disturbing for me.
2) It runs smoothly? LOLWUT? The framerate is standard, it ran slightly better than Killzone 2. You want to see a game that REALLY runs well, look at CoD4 or WipEout HD. 60fps throughout. BioShock lagged for me pretty often, actually. It always began to run slowly with a lot of action on screen, and whenever enemies were firing, that trademark gun flash from the PS2 days... you haven't played many console games if you've never seen a game run better than BioShock.
3) What was remotely scary about the sound the Big Daddies made? It sounded like a cross between a ship foghorn and a truck driving down a road.
I did love the game, but running smoothly and scariness were not the reasons. Though it did have a great atmosphere, just not a frightening one.
(Former) Lead Moderator and (Eternal) VGC Detective 
