I like the plot of The Mummy Returns far better than The Mummy. Not to say that I do not love both. I just prefer the second. ;).
Likewise, I find the story of Hellboy II: The Golden Army more intriguing and exciting than that of Hellboy. Again, I love both movies. The second one just has more... adventure... about it. Makes up for the lack of one Mister John T. Meyers. :(. ~<3~.