My preference is the second game, but they all have their qualities. I consider the first game to have the best exploration, the second to have the best story and the third to have the best combat.
Regardless, do absolutely start with the first one, and make sure you get Bring Down the Sky. Aside from being a fantastic piece of DLC (and free to boot for PC users) it actually comes into play in the third game.
Anyway, starting from the first game is very, very important because ALL of your choices (well, aside from a single, unimportant bugged one) are imported between games. Two people can and will have very different experiences playing through the series. Not playing from the start means some very bad choices will have been made for you in each game, and overall will not feel very much like
your story.
anjohl: The first one is objectively the best.
That's funny, my opinion has invalidated that claim. It's a
subjective thing. You don't always need to be so edgy about everything, you know. You can be heard perfectly fine without that horrible attitude.