Infinite was interesting. It's mostly a critique of organized religion and its relationship with American exceptionalism. But, as usual, the ideas behind it are a lot more compelling than the actual story.
I liked Bioshock better. I felt it had a wider variety of ideas behind it that made it interesting. There seemed to be constant conflict between what characters believed, like in real life.
Altruism vs Objectivism, Capitalism vs Socialism, Religious vs Secular. What's moral? What works, and what doesn't? What is man's true nature? It drives us to ask so many question about reality, and I love it.
Granted, the other 2 Bioshocks have that too, but not at the level the first one does.