Due to the name of the topic I'll limit my opinion to the original Baldur's Gate and first Icewind Dale games:
Baldur's Gate is my all time favourite game, so no surprise I prefer it to Icewnd Dale. To me it's in that sweet spot where story, combat, characters, exploration, artstyle and sound are just really good. I appreciate all the little details that are in the game, like rumors, books, dialogues with commoners, etc. The one thing that keeps me playing this game by far is the sheer number of possible playthroughs. Not only due to the choice of the protagonist and party members, but also the freedom to wander through the Sword Coast.
Icewind Dale is a good game as well, but I've never enjoyed it as much as Baldur's Gate. I would appreciate the combat more, but there are just too many monsters (encounters with NPCs are more interesting to me), it feels like this world is rather empty. The game can become tiresome after a while with is simple story, I like Heart of Winter much more overall, though. It's an excellent expansion. Where Icewind Dale shines the most in my opinion, is the multiplayer. Playing it with friends is one of the best multiplayer experiences I've had so far. The game being linear and more combat focused helps quite a bit with that as well.