He's one of my personal favourite versions of Kyo. Mainly because he's the closest thing to the Kof'98 version of Kyo which was one of the best chars in the game. Also Kyo-2 has the incredible awesome and useful Final Shodown DM. One of the best dms ever.
Kyo-1 is also pretty good in this game. He was a disappointment in the original kof'99. But in 02 UM he's improved quite abit with his OTG fireball and a DM that also has OTG properties as well.