Depends on what you're looking for. In The Light is a nice neutral palett. (I don't have it but would buy it if I didn't have too many palettes in general and lots of neutrals.) many of the shadows have shimmer in them. It has Kitten in it, if you want to try one of their most (if not the most) popular colors.
In The Know is totally matte colors, and has some more reddish tones in it.
The only duplicate in the two palettes is ebony, which is black or very dark grey.
I have and like In The Know, but In The Light is probably what I would reach for more if I had both.