I'm a huge fan of both. But i'll list some points so you'll know what to expect and perhaps be better armed to choose
Killzone (let's call it K1) let's you choose from four distinct characters with three distinct playstyles. These vary from a Vektan rifleman, a sniper/scout type, a heavy weapons guy and a helghan spy. the vektan and helghan are similar, but the vektan can use enemy weapons with more efficiency. The spy has some stealth-like sections and is better with sniper rifles, and the heavy weapons guy just kills stuff and eats bullets. Dialogues are well written and the story is great, but the environments are invariably gray. Gray city, gray park, gray swamp, gray gunship and gray base. Regenerating health style of thing. Still one of my top shelf games for simply being fun. An HD remake couldn't have hurt. Most notable anecdote : you'll hear when the enemy uses their grenade launchers (thump sounds) and on hard difficulty, hearing that sound means you are dead, no matter what.
Killzone 2, does not have separate classes but ups the ante quite a bit in their environments and with the array of enemies you'll be facing. This time you'll be facing harder enemies, and scarier ones. You'll have some adrenaline rushed moments, as well as the ordinary cover-shoot-cover gameplay. It has one of the very few good examples of a tutorial level. Sadly, you have to look for the story quite a bit since they don't slap it on as thick as in K. Once you find the story, it does make sense though. Has a bit of a love-hate thing going with the sixaxis controls. End fight is satisfyingly epic. Most notable anecdote : It contains a weapon that shoots exploding steel bars, on the website at the time it read something like 'used in contruction work, it shoots rivets into inch thick steel, which then explode causing it to be welded in.'
Killzone 3, Huge epic battles with dropships and enormous walking tanks, aswell as stealth sections and exoskeleton bits. Most varied in it's gameplay. Just playable as the one dude. Story is a tad bit heavier than 2, and it borders on the line of 'what?'. Had some intense adrenaline filled moments, as well as tedious cases of dieing for the Nth time. Again with the sixaxis thing, but less so as in 2. Meleekills are nice and squishy and satisfying. The story get's nicely wrapped up, even though room is still left for sequels (killzone shadowfall). All in all, you won't get bored in this game due to it's constant variety, without having to look up new controls all the time
Killzone overall : Weapons are nice and varied, so you'll get to pick your favourite. Uses the two-gun rule and it's sometimes hard to choose. The atmosphere in these games is intense and engaging. All of the games are fun, and overall they get a score by me of 80%
Resistance : fall of man. WW2 styled shooter if the nazis were aliens. Guns are nice and varied, and well designed and fun to play with. Yahtzee already gave the twist away that happens with the story, but it was a cool moment first run through. Game gives you some replay value in adding to the selection of guns on your second run. The backstory is nice and cool. The game has a near perfect pace, and the character design and variety in environment is good. I loved it, it even had decent multiplayer. Health is done with old school medkits, and at the end you'll recieve regen powers. Most notable moment : the alien assault rifle has tagging shots, so you can tag a particularly hard enemy and all your shots will hit him if you go and sit behind a rock somewhere.
Resistance 2 : they took something that was good to begin with, and cut out all the good. Medkits are gone and replaced by regenerating health *edit : i'm unsure about the health thing here, it's been a while since i played it* . Story sucks balls and doesn't feel organic. The maps seem to have been copy pasted from res1. The only good part was the magnum that shot exploding bullets. It was the worst of the trilogy, but they may have fixed some of the minor issues in the bundle. Most notable anecdote : you get to fight a kraken.
Resistance 3 : a rollercoaster ride. True shining beacon in shooterland. I've only played two shooters that came close to this level of perfection (wolfenstein : new order and Killzone 3). Gameplay is fun and varied, they went back to the style of the first game for just about everything. The story is good, and the environment is amazing. You'll go from broken down streets to a gang-runned prison thing to a train/vehicle section to alien bases. The guns are fun and have a decent impact. It did feel a bit too easy though, even on hard.
Resistance overall : if it wasn't for the 3d installment, there would have been a clear cut choice between these two bundles. Resistance 2 brings the average score down to 70%, but you'll have fun in this trilogy. The tone is a bit lighter than you'd expect from
If i were you, i'd go with the killzone trilogy. The antagonists in these games are better written, can have conflicting motivations and are generally written as human beings. The atmosphere in these is also more serious and engaging. On the other hand, Resistance offers simpler, clear cut motivations and has a lighter tone throughout. But i've seen the whole 'post-apocalyptic american suburbia' one too many times.
Killzone did leave room for further sequels, if you're inclined to think that's a good thing, and resistance seems to have wrapped it tight.
I may have confused you further, but to my mind this is a hard choice to make.