botg, I've got a bunch of Cyclones. Big uns, little uns, PE, SE, coated, and the TI/ZDPs. And a bunch of Blurs in assorted steels and colors.
Here's my .02: The Cyclones seem more suited for tougher work, with the big uns at the top of the heap (except for the TI/ZDPs, they're completely different animals). To me, it's the depth of the blade (not the thickness) and the shape. They're tough, the 13C26 is easy to sharpen and they hold a good edge. They carry very well, even the big uns, as they lay flat in your pocket. The SpeedSafe "on/off" switch is only found on the Cyclones. Both size Cyclones have great ergos, and are very comfortable in the hand. Plus they have the index finger flipper that the Blurs don't have.
The Blurs, on the other hand, seem more refined to me. I like the SG2 for the reason Slade mentioned. You really can get them hair-splitting sharp. Again, great ergos and a wonderful thwack when you push the thumb stud. The Blurs offer more options as far as steels and handle colors.
OK, so you already knew all this and are wondering "Quit babbling! What's your preference?" Depends on what I'm planning to do. For EDC, I either have the SG2 Blur or the ENER-G II in my pocket. If I'm going to the farm, or out for yard work, it's one of the Cyclones or the 0200.
So I guess I really don't have a preference. They both have their benefits. If you decide to get a Cyclone, you won't regret it! It's a lot of knife for the money!