I have played Dishonored quite a bit too! Just never to completion :) I think Dishonored has some of the best gameplay mechanics ever and it is also really immersive. Prey I've never played, but I'll check it out. Ty!
Prey is fantastic too, and is from the same developer (Arkane Studios). It has quite a bit in common with System Shock, which was one of the earliest immersive sims.
That's not even getting into how the extensions/stand alone DLCs complement the main storylines.
TL;dr: If you've got 30-40h go crawling around Dishonored's universe a couple times. (Go Arkane studios!)