I recall the Grand Theft Auto games playing a bit better on the PS2. The Xbox ones were much better in pretty much every way other than control (mainly due to placement of the white/black buttons). Can't think of anything else other than what's been mentioned.
One thing I love about the xbox versions of games is the save times. Holy hell were those a breath of fresh air compared to the slow-as-molasses PS2 memory card save times. Thank god games like Ratchet & Clank found ways to hide them.
Did the port of Max Payne 2 clean things up at all or did it follow in line with the first (near unplayable) Max Payne?