I played HW2 first, and despite being pretty crap at RTS's, I really clicked with it. Was challenging, but not frustratingly so, and I managed to complete it even without the patch that made the one mission easier.
But recently I played HW1...and I just couldn't get past the early missions. Think I got to mission 4 (struggled to there) then I just kept getting my ass handed to me. Not sure why, but I just couldn't play HW1 at all, whereas I found HW2 spot on.
Strange. Loved HW2 anyway...superb game.