Sordid: I would have to disagree there. JA2 is superior to its predecessors in every way and there is virtually no reference or continuity between JA and JA2. The only reason why I might consider playing the older games are the objective-based missions in JADG, which IMO are somewhat more interesting that the "kill everyone to win" approach in all of the other games.
The continuity makes no difference, JA 1 is still an ass-kicking game, very hard to beat. If you ever liked UFO/X-COM, there's a chance you'll love Jagged Alliance.
I for once never played JA2 and I still go back to JA1 every now and then (I only checked the forums here because I'm actually playing every night).