Okay, I'm gonna devide this "which game I enjoyed more," into "which game had better setpieces, better firefights, better melee fighting, better story, better villains, WAY better final battle, etc".
So, on setpieces; Better, I suppose, but purely on a technical scale. The awe I had of Uncharted 2's setpeices wasn't just from what was happening, but from the unexpectedness of what was occuring. While U3's setpeices may outclass 2's, it feels it does so only in terms of size, rather than quality or originality.
When it comes down to the the subject of melee fighting, I felt the fist fighting in this series was by far the weakest.
Granted, it's still very enjoyable, but very unnecessary. In UC1, while the fighting wasn't very deep or involved, it could move fluidly. You could just mash melee to take a guy out, or if you were fast enough, you could quickly dispatch enemies with square triangle square. This would help if you got flanked by a single enemy and didn't want to have a protracted fight while several other enemies were shooting you.
In UC2, granted, you couldn't do this anymore. However, you could roll away from enemies who were fighting you, and seek cover from fire. In UC3, the button which is mapped for rolling now acts as a grab while in combat, so disengaging requires you to either defeat the person you are fighting or jam the thumbstick in another direction for long enough so that the game recognizes that you don't want to keep fighting. In the time the latter can take, however, you'll likely die from all the bullet's you've taken.
In addition, some of the cienematic kills you do in UC3 also eat up time. Several times in my playthrough (mostly on harder difficulties), when Drake grabbed a gun in mid-air from a fallen foe, another enemy would walk up to me in that time and give a blast of instant-death to my face. As Drake was in the middle of pulling off one of his sweet animations, there wasn't anything I could do about it to defend myself. I was resigned to restarting the fight all over again.
Story/Villians; This was by far the weakest point for me in UC2, and I think the story in UC2 is better. Well... Not better. Less worse? Lazarevic was the ultimate cliche', apparently wanting nothing more than power. But Flynn provided interest. His antagonistic role seemed to be driven by jealously of Drake. I wish they had expanded more on him and his desires, but they killed him off in a far too simplistic fashion.
Now, on to UC3. The villians goals don't seem particularly clear. They want the Djinn for... power as well? What was their purpose for using all these resources? Lazarevic was a warlord. Warlords want weapons to expand their power and influence. For what? They're crazy warlords. They want power for themselves.
Marlowe at first struck me differently. She reacts negatively when Cutter shoots Drake and Sully. However, in the flashback, we see that while she seems to be having some sort of more-than-professional relationship with Sully, she is perfectly willing to murder a child to get what she wants. Yet there seems to be no explaination as to why she would care about present Drake more than past Drake. I was expecting another flashback to explain this change in character, yet we were never given one. I thought that perhaps she was thinking of herself as an altruistic person, whose only goals were for betterment of society. I saw a chance of this happening when she was in the quicksand, holding out the ring to Drake. I thought her line about "earning greatness" was going to result in her throwing the ring to him, as perhaps a parting gift? A last act of kindness? Something to show that she wasn't just "evil". But no. We get her trying to bribe Drake with it. *Sigh*. At least Sully made it feel a little better by him saying that "real greatness is what you do with the hand you are dealt with".
And Talbot. Why was he so hung up on the death of Marlowe? Their relationship is never delved into deeply, yet we're supposed to belive that he goes blood-mad after her death? From the cutscenes we get of his character, all we see is a calm, collected professional, who keeps a cool head in harsh situations. Yet when Marlowe dies he suddenly breaks all resembelence of this character.
I did like Rameses. But we all know what happened to him. Too bad, him and his crew acting as a third party towards the end of the game could have been interesting.
The final battle: Anything is been better than the "Nascar with Explosive Bubbles" ending of UC2. Still enjoyable, it got me "pumped up", but that doesn't mean a glorified ending battle.
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This doesn't mean I didn't enjoy the game, it's actually the opposite. But just as I've said before, Uncharted's story telling has never been the strong point in the games. It's more been the relationship bewteen the characters that makes you interested in it, despite the "plot holes" and everything that they leave out but could have been explained better along the way.