Did both of them on "easy", which wasn't really that accurate a description, but the game played fair, hard but fair - if you got whacked but knew the cover points, you might regain enough health to kill all your enemies. You might just about kill everyone with a sliver of health remaining or vice versa.
Equally you could learn their patterns and then plan for them. The Helghast were bloody excellent to kill, sure there was a bullet-spongy aspect to them but it made sense as they were seriously armoured.
And yeah, the intensity was nuts - in Killzone, you moved carefully.
Killzone 2 was one of the first games that came along to say: The PS3 can do this!