Hi Vilsu,
I was in exactly the same situation as you a few months ago - used Klik 'n' Play since small times (I was even a member of the Klik 'n' Play Klub <img src="smileys/smiley17.gif" border="0" align="middle" /> ) and moved onto MMF2 about a couple of years ago. A little later I started reading about Construct 2, made the switch and I've never regretted it.
Not to do down MMF2, which is still a great program, but C2 is very liberating in comparison. It's much more flexible and doesn't have the illogical, finicky restraints and the frustrating brick walls you'd occasionally hit with MMF2. The way the event system works is very similar, so if you're well-versed in MMF2 you should find it easy to switch over. C2 is also updated much more often.
I'd say MMF2 is somewhat easier to use and I must admit I miss the drawing and animation tools, and the rather decent library of graphics, music and sounds that came with it, but that's all. The Windows 95/Windows 7 comparison is pretty apt: it just works better.