Is it just me or do PKs kinda ruin the game? I enjoyed the game a lot until I got stuck in Switzerland fighting a horde of those things. Anywhoo... does anyone have any good hints for killing these things? Bazookas and Panzerschrecks don't do any damage. The only thing I've figured out is getting a good shot in with a sniper to try and make the rider bleed to death.

PK's have always been the most controversial part of the game. Personally I can live with the sci-fi elements it's just the way they're handled that bothers me. Like as you've noticed most rocket launchers don't affect them. It's like the developers were trying to force the player to use PK's or simply couldn't decide just how to handle them.

As for killing them...
1. Use PK's yourself. The PK sniper anti-tank rifles work the best as they damage the pilot.
2. The PIAT damages PK's.
3. Heavy grenades damage PK's. The PWM is especially deadly with a high enough penetration it damages the pilot.
4. 7.62x54R weapons damage PK's but aren't a very good option unless they're nice enough to stand around and let you shoot them all day. Maximum of ~10 points a shot and you'll get a lot of richochet/evades.

*Energy weapon PKs are devastating against other PKs and anything else, they pierce walls easy. If the pilot is accurate, the weapon is very accurate at long range.
*The handheld plasma "beam launcher" is also effective against PK. They're very accurate as well. To get these, you could snipe the enemies that carry them.
*I found that machinegun, rocket, and sniper PKs are best suited against footsoldiers
*As mentioned, PWM antitank heavy nade (and the 'RPG' heavy nade) works great indoors against PK. Outdoors, your best bet is to have them carried by high Sneak soldiers who can throw them from close range.
*Rocket launchers are generally terrible for long range fights, they miss. You need to get close to get acceptable accuracy and by that distance, the enemy PK would have gotten many chance to kill you.

I don't really understand the fuss over PKs. They're not that hard to kill. Just use any or all of the methods listed by atkes.

I will add that mines are effective against them, and also the fixed anti-aircraft guns you find on some maps.

I seem to remember occasionally killing a driver with a nicely placed sniper shot as well.

Use a sniper with Always_Critical Perk for all above suggestions and they'll stomp everything :)

Also, in the original game (S2) there's a particular random encounter that can/will completely eliminate all PK problems (it will also make the rest of the game horribly dull).

I started my most recent game with the no pk mod but maybe this was a mistake? I don't want a boring endgame :P, but I don't want to use pks myself either.

The energy weapons are particularly deadly against PK's, iirc.

I've almost completed the game and I've found enemy panzerkleins to be quite easy (once you get to know which weapons work against them) because they are so SLOW. By this stage of the game you should have quite a lot of AP's at least for some of your soldiers to run close, attack, and then hide. And the PK's can't do anything because their actions cost so much.

Personally I used snipers to take down the pilots and steal their Panzerkleins. Also, you can acquire energy weapons on the same map you find/ght PKs the first time, which, if used well, can take them down quite quickly.
And yes, you can outrun them quite easily.

Actually, I've kinda got mixed feeling about PKs. They kinda add some fun to the game - a new type of enemy, which, when first met, kinda breaks your established combat pattern and makes you think and develop a new tactic, which is good. But they can also make gameplay somewhat more dull and simple if used too much.
No one forces you to PKs though, so play it the way you like it best =)