I really liked the second one, the gritty story and settings. Great multiplayer, it was just too short.
Edit - Eidos themselves have said the series will continue, I guess we have to see.
Moar Edit with corrected link below -
Yeah, I know all the cool kids hate KL but this article below gives a good explanation of why KL2 was better. A lot of people only played the demo which isn't enough to see how the story unfolds.