I started playing the games around the same time. Killzone 2 first than Halo 3 (I've only had an xbox for over a year now).
Anyways I much prefer Killzone 2. the multiplayer is a lot of fun (Halo 3 is pretty annoying with everyone jumping around). Both campaigns are a tad uninteresting to me. Not having played with of the first games and knowing the story threw what I've read, I think it's a fair judgement. if not, meh whatever.
Anyways Killzone 2 wins hands down. Halo 3 was good but not good enough.