I think I like the first one the most after fixing the save system. Saving was horrible in the original game but just fine in N. Sane Trilogy. After that, I think I like the third game the most. The second one is good as well, but something feels a bit off to me.
In which order did you originally play them in? Because my introduction to the series was with the third game (Technically it was the first one, but I was really young at the time), and when I came back to play the second one it kinda felt... weird? I don't know if it's the smaller warp room or maybe the various ice levels it has, but it definitely felt off to me for a long time. It almost felt like I was playing an earlier version of Crash 3 or something. I've really been warming up to it recently though.