not really anything they say, but the g-man giving you a choice is very. very strange cause according to him in the end of hl2, he says he does not pretend to give gordon any freedom and makes his choice for him. but in the first one, he gives gordon a choice and that choice is to accept his job or to die. kinda strange to me.
Yes. I am now absolutely sure (after also picking up hints from the Vortigaunts) that Nihilanth was the Dr. Breen of Xen. He ruled the Xenians, but he was himself a slave to the combine. Remember, he said "slaves... we are their slaves... we are".