Actually, the best version isn't for the Wii or the PS2. If you want to play the game as intended, buy it on PSP.
All three versions are censored, with the version for the Wii censored the most heavily. Even though the PS2 and PSP versions are censored equally, the one for PSP can be hacked to remove the filters. That still leaves you with an entire level of the game missing (ratings for brutal kills, which is half the motivation for carnage in a stealth game), but at least the bloodshed's visible.
If you've bought the hackable PSP version, at least you've supported Rockstar for bucking against the current insane climate, in which games that aren't supposed to be sold to minors are censored more than films meant for anyone to see.