Depends on what you're in the mood for (gears 2 vs. l4d).
I bought both although L4D through Steam was a pretty easy choice since I'm done buying downscaled console ports, even if it's "just for the achievement points."
After playing the L4D preview (reminds me of a refined Zombie Panic with a story behind it) I feel like playing Gears. Maybe the dozen TV spots I saw over the last two days had something to do with it. Too bad my copy's still in the mail.
The witch soaks up a lot of damage before going down, but the @#$! Boomer is by far the most annoying enemy. For some reason, it always seems to spit on ME whenever they show up.