ExtremeTech spent some time comparing the eye candy present in the DX9 and DX10 versions of BioShock.  They have 5 side-by-side comparison shots, showing off the different effects that DX10 is supposed to bring.  As it turns out, it is about as disappointing as the news that physics in UT3 will only be available in a mod.
“Today, we’re examining the game’s visuals closely. Sure, when you’re playing the game all helter-skelter and trying to suck Adam out of Little Sisters, you might not be stopping to look at particle effects of splashing water and compare two different APIs.

After searching through the game for literally a couple of hours, playing alternately in DX9 and DX10, we took a battery of screenshots. We were looking for any place, any surface, any object, any effect in the game that showed a discernable difference between DX9 and DX10. We used a Vista machine with an AMD ATI Radeon HD 2900 XT graphics card, an Intel QX6700 CPU overclocked to 3.19 GHz, and 4GB of memory. We used the pertinent beta drivers released expressly for the game.

We were disappointed.”

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