There are two obvious ones for me:
Terminator 2: Judgement Day - Bigger and more action-packed than the first, though missing Lance Henriksen. Arnold is actually more fun to watch as the good Terminator, and I enjoyed watching him more than the hero from the first movie. Plus, there's also Special Agent John Doggett playing the bad guy!
Aliens: Similar reasons to before - just way bigger than the first, and the only thing lacking is the famous John Hurt scene. Lance Henriksen is there, and there is a truly satisfying finale. "Get away from her, you b****".