Final Fantasy X-2 is the first direct sequel to a Final Fantasy game, in that it takes place in the same setting as a previous Final Fantasy. This game is a bit of a departure from the traditional Final Fantasy formula. The game is quite light-hearted and is often said to have a "Charlie's Angels" feel.
This game uses a modified version of the classic Active Time Battle system, and replaces summoned monsters with changes of clothes that give the characters different abilities. I'm personally not a big fan of this new system, as it seems a bit more action-oriented, but it's a matter of personal preference.
This game is also much more linear than previous FFs. It takes place in a series of distinct missions, and inludes multiple endings, a first for Final Fantasy. I'm, again, not a big fan of this fragmented system, but it makes the game a bit easier to digest.
Final Fantasy X-2 isn't quite as good as the other PS2 FFs, but makes for a fun little diversion as lighter RPG fare.