It's definitely the world that is the most captivating part. For me, anyways...
I really liked Columbia, but at this point in time didn't find it nearly as enchanting as Rapture.
Also- here's this for people a little disappointed in the BioShock Infinite that they played (vs the one in the demos): http://www.officialplaystationmagazine.co.uk/2013/04/05/the-bioshock-infinite-you-didnt-play-7-ideas-that-never-made-it/