I really don't think it's fair to compare these two, because they're two very different stories.
TKJ is like one of those short stories you read in english class that, once you're done with it, you sit back and go "holy crap, that was crazy." The kind of story that gets you to think about it for a while.
TMWL is more like a full length novel. It might not be revolutionary, or redifine the characters, but it stays true to the characters and tells a damn good story.