Fujifilm S2000HD has a
10.0MP 1/2.3-inch (6.17 x 4.55 mm ) sized CCD sensor . On the other hand, Fujifilm S8600 has a
16.0MP 1/2.3-inch (6.17 x 4.55 mm ) sized CCD sensor .
Fujifilm S8600's sensor provides 6MP more than Fujifilm S2000HD's sensor, which gives a significant advantage in real life. You can print your images larger or crop more freely.
On the other hand, please keep in mind that Max sensor resolution is not the only determinant of resolving power. Factors such as the optical elements, low pass filter, pixel size and sensor technology also affects the final resolution of the captured image.
Below you can see the S2000HD and S8600 sensor size comparison.
Fujifilm S2000HD and Fujifilm S8600 have the same sensor sizes so they will provide same level of control over the depth of field when used with same focal length and aperture. On the other hand, since Fujifilm S2000HD has 59% larger pixel area compared to Fujifilm S8600, it has potential to collect more light on pixel level hence have less noise in low light / High ISO images.