Sergei Polusmiak told me that Prokofiev 2 is "the most difficult piano concerto, period. It's just ridiculous."
No. 3 is much more popular, many feel it is more musically lush than the second. Also, the orchestra contributes much more in the third than second. Many also see the second as full of too much nasty music, whereas the third contains much more acceptable music. And most importantly, the second is just so damn hard - Prokofiev throws everything at the pianist - that only a special few are willing to take it on.
Personally, I like the second more, but it may be too hardcore (end of 3rd movement? muwahahah

) for those who have never heard such nasty stuff before. The third is more of a happy medium.
As for sonatas, check out the THIRD!!!! AAHHHHH, I love it so much. Such bombastic, adventurous, cunning music. It's only one movement, too, very short, but such a showstopper. I must learn it.