Aliens and loads of interesting weapons? Resistance 2, you don't need to have played the first to get the second tbh, the storylines are pretty basic.
Some of the best weapons:
A gun that fires through walls but also can create a shield that only it can shoot through.
A gun that slows down time
A gun that fires weak bullets that can then be triggered to explode (usually when embedded in an enemy)
A gun that fires a 'tag' round, then all rounds fired after that will hit wherever the tag originally hit, Fifth Element style.
There are no aliens and monsters or interesting weapons (loads of good weapons, they just all shoot normal bullets) in Killzone 2 so i'm unsure why people are recommending that, good game mind, but not what you're after.