After playing them again I can say that, in my opinion, that Thief 2 is a superior game.
I find that Thief Gold has a better story and is more challenging but Thief 2 just has a better level design.
I found Thief 2 slightly more challenging. I preferred Thief 1 though because I liked how it mixed in supernatural enemies with the human ones. Thief 2 didn't have as much of that as I recall.