And as for the Killzone 2 bro, again it contains some outstanding and intense designed levels in single player campaign with some of the best graphics you can see on any platform along with the most realistic AI ever. But, I will recommend Killzone 2 for it's multiplayer which is also one of the best you can have with incredibly high replayability containing many different modes with several different classes for players to choose from along with the challenges and unlocking new weapons and classes as you get experience.
Now if you have to any one of them, MGS4 is first from my side. It's very cheap now and as for KZ2, when you end up with MGS4 experience, KZ2 will also drop in price. Just ask yourself a question that whether you need to play a great single player game or a multiplayer one? Your answer will be my recommendation.
Ultimately none of the both games should be missed.
If any other info needed, feel free to ask.