Catel1: OK it's time for me to discover this series. Many criticize it for not being as awesome as AoK and others, but for 2,5$ it doesn't mind anymore. I see that EE 3 is worthless, but I'll pick only one game, so EE 1 or 2 ?
1 and 2 are great games in their own right. They are also fairly different, so it's hard to compare them. In many aspects EE2 tries some very interesting things, including Infrastructure, espionage, trade, regional control and a completely different technology-research system. Some of those changes are great, but others distract to much from the core.
I think many other later RTS used similar regional control systems, not sure whether they were inspired by EE2.
EE1 is kind of purer in that regards and much more similar to other classical RTS. I love both games.