My vote's for AW2. I played both AW games to completion (hard campaign and bonus maps too) but I found FE frustrating because I was too compulsive about losing units. FE seems to be harder to calculate and there is more of a random damage factor (beyond knowing the weapon triad) so I stopped somewhere in the middle. I may go back to it someday, though, it's a cool looking game, and appealing for sure, you just have to be able to deal with permanent death of your characters a bit better than I did
You can always reload your save game and try again, as I often did, but that makes the games progress drag on. It's not a hard game, just not for compulsive types...
AW2 is a great game, with faceless units who have no investment beyond the current map. They don't have XP and you can always conjure up more at a factory. Much easier to send to thier deaths, wouldn't you agree?
Oh yeah. My advice regarding FFTA - stay the hell away. Once you play it long enough you realize there really is no strategy about it (other than "hit that guy in the back") and that all the classes really don't differ enough to make it interesting. I felt like the unit types were negligble for the most part.