1 > 3 > 2
2 is fun to play since they went nuts with the bullet time, but imo the story about the Inner circle and Mona couldn't be more boring even if they tried. I much more prefer 1's story, specially in the first half with all the mob wars going on.
They are all pretty good games tho. I remember playing 2 back then and having a ton of fun with the game's physics, one of the earliest implementations of Havoc I'm able to remember.
Started watching the video. That opening skit with Max Payne needing help with the loo was quite funny. Urge to finish watching rising.
Dude's YouTube channel is very nice. I always skip it's comedy parts but the actual game analysis is quite interesting.