inFamous Collection

...the first Infamous to enjoy/understand/appreciate Infamous 2? I'd rather drop $15-$20 on that rather than $40 on the collection.
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"God is an ever-receding pocket of scientific ignorance"

I would suggest you play the first one. Personally I liked it a lot more. Played and cleared the first one 4 times. Second one... once and I felt that was enough. Wasn't "bad" but didn't have that awesome feel the first one did.

The ending of Infamous 1 clearly lets you know a sequel is coming. But, in Infamous 2, I think Cole (protagonist) summarizes the story of the first game (I've only played the demo).

So I dont think you HAVE to play Infamous 1, however you should if you want to "enjoy/understand/appreciate" Infamous 2 better.