HS2002 is a scaled down version of Sonar. Sound Forge Studio seems to be a scaled down version of Sound Forge.
I really see these as two different programs. Sound Forge I believe is limited to working with stereo files, and is not really a multi-tracking program. That's fine for working with your pre-recorded stuff, but may not be what you want for recording your own stuff. OTOH, it probably has slightly better editing tools and can burn CD's and output .mp3's.
My opinion would be to go for HS2002, but it really depends on whether you need multi-tracking. I would propose that Sound Forge is better for editing, while HS2002 is better for recording (although either one will do some of both). So where do your priorities lie?