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For the first part of the game, Alyx packs the only weaponry - you have the grav gun - which creates an unusual, co-dependant relationship between the two of you. In one lights-out section she can't see to shoot and you have the only torch, so you're looking after each other in a challenging, dynamic way.
Valve's achievement is in creating a character you can rely on and feel protective about. Whether she's watching your back or you're saving her from zombies, she's so effective that it's easy to forget Alyx is actually electro-brained AI. She's always aware of your actions, and makes great tactical decisions.
And you need Alyx, as Episode One really ramps up the action. Fights with combine soldiers are interrupted by marauding antlions, whose nest-holes must be blocked with wrecked vehicles before you turn your attention to a larger myrmidont antlion. There's lots of things to do all at once but, if you're skilled enough, you can turn this to your advantage.
The new zombified combine soldiers are a great example. Stronger than the shuffling corpses you've faced before, these 'zombines' charge at you while holding live grenades: hesitate and you're coffin-stuffing, but a quick flick of the grav gun allows you to pluck the grenade from the zombine's claw.
