Heavy Rain is easily the best David Cage game and I enjoyed it a lot when it was released despite some parts of the game being pretty rough. ... Really enjoyed heavy rain, I'd say definitely worth giving it a shot.
It's almost got a Giallo quality to it, and with an entertaining branching story, where there are some meaningful consequences among the hilarious sex scenes and odd accents, Heavy Rain is still pretty good as a spectacle, eccentricities and all.
Whether you kill Nathaniel or not has no influence on the game. Norman will have an innocent man killed on his conscience in the worst case. Although this will not change the course of the next scenes.
Heavy Rain Best Ending
Generally though the best ending is one in which Shaun is saved, Ethan is innocent, the Origami Killer is caught, and Norman, Madison and Ethan survive.
Whether you kill Nathaniel or not has no influence on the game. Norman will have an innocent man killed on his conscience in the worst case. Although this will not change the course of the next scenes.