Yes, the Thief series is brilliant, and I'd say it's a safe bet considering you liked SS2 and Deus Ex. A couple of months ago, I finally got around to playing Deadly Shadows, after replaying The Dark Project and The Metal Age - close to the best 2-3 weeks of gaming I've ever had
.
I'd definitely recommend starting with The Dark Project (playing all three in order would be best though
). For my money, the plot, atmosphere and presentation of TDP are superior to those of both sequels. It's also
really worth trying to get your hands on Thief: Gold (which is the original Dark Project but includes an extra three levels, two of which are superb).
The Metal Age, which uses the same technology as TDP, is a basically more of the same, and plays like a very big (and lovingly crafted) expansion. I found the first half of TMA a little 'bleh' compared to TDP but, after that, it really comes into its own (be warned the final level is hard as nails though).
Deadly Shadows is good, but not without it's problems (
*shamelessly pimps own review*). Also, it's probably better appreciated once you've experienced TDP and TMA.