I completely agree. As great a sequel as Aliens is... Alien is the better film, and I think that's mainly because it a "sci-fi horror" film, where as Aliens is more "Action" orientated. The suspense alone in Alien beats anything in Aliens.
Believe it or not, the film Predator actually shows you a perfect example of how different they are in tone etc.
Predator starts off like Aliens, and is pretty much an action film, but by the hr mark, it morphs into Alien, as the tone of the film completely shifts into that of a "sci-fi horror" which is what makes the film both unique, and a classic.