Metro was a step backwards in many ways from STALKER, but it is understandable why 4A Games went in the direction that they did.
Many of the core members of Metro worked on STALKER as well. When STALKER was first unveiled all the way back in like... 2001... 2002? The early tech demo's shown running on their X-Ray engine looked amazing. A lot of PC gaming websites were hyped for this game. But the game went through so many delays and was pushed into 2007, by that time Crysis was already out on PC, and it totally overshadowed STALKER.
STALKER really came out to very little fanfare and didn't sell as well as it could have if it was released a couple years earlier. Granted, they still supported the game with two expansions, but it still wasn't a big seller. 4A Games took the Half-Life approach with Metro and made a much more linear game with a shorter development time. 4A played things safer with Metro just so the game wouldn't fall under the same development hell that STALKER did.
Actually, thanks for reminding me about that. Development history of S.T.A.L.K.E.R: Shadow of Chernobyl is indeed very interesting, but unfortunately it almost unknown outside RU/CIS region. Originally project has Oblivion Lost title and wasn't related to Chernobyl in any way, it was typical sci-fi FPS with minigun and Aztec pyramids. Everything changed in 2002 when development team visited Prypiat and Chernobyl zone - after that project completely changed and was renamed to S.T.A.L.K.E.R.: Oblivion Lost. It was very ambitious project, S.T.A.L.K.E.R. supposed to be a huge openworld FPS/RPG hybrid without loading screens, and with vehicles and clan wars. But GSC was a small team and didn't had experience in creating projects with such large scope - people were leaving studio during development, X-Ray was a mess and was not supposed for using in openworld RPG games. But thankfully, GSC managed to finish development (by sacrificing and cutting some content) and it was still amazing game.
If you really interested in history of S.T.A.L.K.E.R. development, take a look at this wikia page -
http://stalker.wikia.com/wiki/Category:Builds. Long after release of Shadow of Chernobyl, some ex-GSC devs started to upload and share old S.T.A.L.K.E.R. builds. There is literally dozens of alpha and beta builds from every year of Shadow of Chernobyl, and some of them are playable! If you know russian or don't mind using google translate, i strongly recommend you to visit this site, were you can read detailed info about every specific build and even download them -
stalker-wiki. And even more, on this site you can find info about
S.T.A.L.K.E.R. PSP (yes, there was prototype for PSP, for real) and source code of
X-Ray 2.0 (code is horrible but some guys managed to build it and even run editor). Don't worry, all this is legal, GSC knows about those leaks but never tried to shut them down. And it's great, because i can remember any other game that have such detailed development history, we are usually very lucky to see at least one early build for canceled games, but here we have over 70 (!) builds from every stage of S.T.A.L.K.E.R. development. Later content from those builds were used by modders for their restoration projects, for example Lost Alpha mod used locations from 2003-2004 builds.
Edit: Oh, and there was also
S.T.A.L.K.E.R. Mobile for Java ME phones.