Halo and Killzone 2 offer completely different multiplayer experiences. It's a little hard to compare them. It's almost like trying to compare Quake with Rainbow 6.
I mean, you pick up weapons and power ups in Halo 3. You spawn with a weapon of your choice in Killzone 2 and if you want to switch, well you have to die, or kill someone with the weapon you want.
Halo is more in line with UT, while Killzone 2 is more in line with COD or Rainbow 6. Personally, I've always been a big fan of Rainbow 6/CS:S over Quake or UT. Hence my preference for Killzone 2.
Halo 3 does offer more customization for multiplayer though.
EDIT: Oh, and I'm not trying to imply that Halo 3 is a mindless fragfest or something, because some people can get touchy on these forums.
