The third game was definitely my favorite - some of the most responsive motion controls for any Wii game to date, and the environments and plot were just more involving.
If I have one complaint about the first two games, it's the difficulty of some of the bosses. I made it to the last boss on Prime 1, and it seemed far and away more difficult than any of the bosses prior, so I had to content myself with watching the end on YouTube (boo!) after slamming my head against a brick wall for a few weeks. (Many gamers didn't have this problem, but FPS games played with a standard game controller aren't really my thing usually.) Prime 2 was even harder than the first one, a little bleaker perhaps, but still worth checking out, although I barely made it halfway through that one.
Corruption (Prime 3) is challenging, but much more perfectly balanced. I think the motion controls have a LOT to do with that. Hopefully the inclusion of motion controls in the first two will improve the difficulty spike during some of the bosses.
FYI, it has been reported - unconfirmed by me - that the FMV (full motion video) cut-scenes have been compressed somewhat for the Trilogy edition of these games. So if you're a purist or a stickler for perfect video quality, you might want to pick up a copy of the original Gamecube versions after everyone sells theirs back. It's possible this is just something that one gaming journalist noticed, and it might not make a difference at all.