Dude, Bioshock was incredibly easy for me - unlike most people, I guess, micromanaging resources just comes as a sort of second nature.
Veteran was hard because you get taken down in one or two shots. Like, *powpow* then you have to hit the floor and wait painfully - thus most likely losing any advantage you had in distance or position. Those levels where you get surrounded were nothing if not painful.
Has a similar on Halo Legendary (The original Halo, the best one) where I simply kept running out of ammo - the freaking elites refused to die.