I've played them all but explorers of time/darkness was my absolute favorite, the story completely blew me away and it was SO emotional and the plot twsts honestly threw me for a loop...
I instantly bought Gates to Infinity but... it was to short!! 20 hours? Really? And then they took out so many features that I enjoyed in the game like stacking missions, which also increased game play time.. Without the story behind it I find it kind of hard to keep going and unlocking everything, because it feels like its a lot of work for a very small reward by then.
Alright, PMD is my favorite spin-off pokemon game, but I would say that PMD1 is the strongest out of the ones that I have played.
PMD2 Was okay, the huge flaw I had was that every other level was a water level. Just pick anything other than fire or ground starters and you'll be fine.
I never got PMD3, not sure if I will :/ I heard there's a few flaws about the game, mainly saying it has no challenge at all.
There is challenge in PMD3, you should try it. Especially on the boss battles, dang, those were hard for me. It took me a couple days whenever I got stuck on one.