3. Chains of Memories
Those are the only ones I've played. I enjoyed them all, but at this point the story is kind of intimidating. I played KH2 before CoM and the story went over my head. I think the KH developers are expecting too much of people to buy every single home and handheld system these games are on just to follow the story. I'd prefer if KH1, 2 and 3 had the core story and everything else was optional. But the way these games are structured the other games have relevant parts of the story.