They both play pretty different, so it would depend on what kind of experience you are going for. Killzone 3 has very unique (and pretty) visuals, a different feel to the controls (that takes getting used to but once you do it is awesome), the best sound I have ever experienced in a video game and awesome weapons. On the other hand its in game dialogue and main characters are awful and in essence it is just a shoot anything that moves sort of game.
Crysis 2 also looks amazing. It also plays sort of differently because you are a nano-suited super soldier that can have short term invincibility, invisibility and a host of other powers. Crysis 2 is best played carefully and smartly.
Bottom line is Killzone 3 has better multi-player and Crysis 2 has better single player. Personally, I slightly prefer Crysis 2 simply because I appreciate a good single player experience, but you really can't go wrong with either.