I'm a bigger fan of Shawn (and Gus) of the Dead. I loved Zippy coming back, Gus running like a little girl, the whole song montage thing, "And your momma", Shawn running like a little girl, Gus knocking over the security guard while running, Gus trying to buy wolf's bane, the reference to Little Boy Cat, and so much more.
I actually don't really remember things from the first finale, which probablly has something to do with the former being my favorite. It was funny, sure, but I just like the second better.