While I enjoyed The Illusionist and The Prestige, I found the later more fulfilling and ambitious...possibly for a couple of reasons.
1) I saw TP on the big screen and TI on DVD, though this shouldn't have effected me except subconsciuosly.
2) TI was adapted from a short story, a romantic fantasy. Well adapted, it probably got all the content and thus may seem tighter and more complete. TP, adapted from the novel, like most, was just an interpretation. A good one I take it, though disappointing for some. Much darker material, much deeper, that focuses on the 2 characters obsessed competition. Neither Batman or Wolverine were likeable and yet I was fascinated by the characters. Sure, some of it was telegraphed early, but still very entertaining and much more multi-layered. If you were unaware of the book, as I was, you don't miss the looked for content and the story seems complete (though totally unbelievable).