I played the first STALKER. It was awesome, especially with the AMK mod for it.
The other two were supposed to be better and better again, though I haven't played either of the yet due to lack of money/computer. My brother, however, has and seemed to really enjoy them.
I'm a fan of the series' lore, though. The concept is pretty awesome. Very fun game, despite a few bugs. I recommend it, and the AMK mod for the first one. =P