I look both franchises but I thought Metro 2033 was a much more polished and technically competent game. STALKER had a lot of potential and character and the open nature of the gameplay was refreshing but it was very rough around the edges and the gameplay a lot less polished.
Which version did you play? I played Metro 2033 on 360 & it was broken as hell.
The atmosphere was great but I didn't care at all for the story especially the supernatural/mutant stuff.