I strongly advise playing them in order. The first two are heavily connected in terms of story, and while the third game could be played without playing the first two, it will be far more enjoyable when you know what happened before.
In technical terms, the first two games use the same engine and look very similar whereas the third has a new engine and more modern graphics. But the engine in the third game can only handle really small areas, unlike the first two games which have huge, sprawling levels.
I think the first two games are better, although the third is still very good. If you are really averse to older games, you may find it easier to start with the third game, but otherwise, definitely start at the beginning.