The intro and mission in Stalingrad was an exceptional experience. I also liked the tank missions in 1 and 2. I left the series after CoD 3 (Modern Warfare).
I remember a letter to the editor in CD-Action where a reader mentioned that his father had been playing one of the CoD games for some time and was surprised when he discovered that he could pick up weapons only near the end, meaning that he had played almost the entire game with only a pistol x).