The first one is definately the best one in terms of the overall feel of the game and storyline. Both the 2nd and 3rd games are good and have elements of story continuation in them. On the 3rd one though, parts of the story did not keep me hooked and I did not feel invested in the character arch as much as the others. For me, great games, new and old, must have:
A compelling storyline
A believable or even relatable character arch
Consistency throughout so the story flows
Graphics are not the most important thing in any way. I want to feel immersed.
Feel that went on a little tangent them but you get what I mean (hopefully).