Those screenshots of Killzone 2 are horrendous, and so are those screenshots of Modern Warfare 2.
I've played both and Killzone 2 is definitely superior in the graphics department. (and the screenshots do neither game justice).
Which one do I enjoy more? Definitely Modern Warfare 2. The variation in environments, how good the game looks and how the game plays. It's a much more tense experience and I care so much more about what's going on in MW2 then I do KZ2.
But this thread is about graphics, and KZ2 is superior (and Uncharted 2 superior to that, imo).