There are some things in PSE 9 that I like that are not in PS CS2 and here are some of them. I am not trying to make a complete list because that is boring and I bet the Adobe website has info that is more complete. I will just mention some things that I discovered and are interesting to me. I am not mentioning things that both programs have.
1. The straighten tool in PSE 9/6 is much better than what is in PS CS2. In PSE I can quickly level a crooked horizon or other horizontal line, but with PS CS2 you must turn on the grid and then through trial and error rotate the image left or right by some guessed degree. Then when it is still not right go back and do it again. And again. And again. With PSE it is done in about 2 seconds. I have to say here though that even PSE is a bit lame compared to Paint Shop Pro X (PSP X). PSE only works with horizontal lines, but not vertical lines. PSP X works with both.
2. PSE 9/6 has a B&W conversion tool that is pretty good. It is similar to the channel mixer with monochrome checked, but the PSE tool has several built-in presets and you can add new ones. Plus, in addition to the red, green, and blue sliders it also has a contrast slider. Most of the time I can just quickly try several of the included presets and get something that looks good.
3. PSE 9 has several things (maybe in 6 also) such as a panorama tool, an HDR tool, and a few others. I used the panorama tool a few days ago just to try it out and it did a good job. Also, although you can let it do everything automatically it also has several controls you can use to try other things and also it looks like you can also turn off the auto stuff and have even more control.
4. There are several color correction tools that I don't recall being in PS CS2. For example, adjust color for skin tone, remove color cast, etc.
5. Smart brush tool and Detail smart brush tool look like they may be very useful sometimes.
6. The Spot healing brush has content aware fill functionality.