I would play the first. BioShock 2 assumes you've played the first, and while it's story is somewhat standalone in itself, some conversations and such will make much more sense if you've played the original. In the case of Infinite, it is even more standalone, but some of the commentary is still reliant on you having played the first. You can skip BioShock 2 before going to Infinite, but I would still play the original first no matter what and just go from there. I do know a lot of people will say you can just go to any one you want, and in a way they are right. However, BioShock is all about the story, and the gameplay in all three is hardly on par with other shooters, and if you want to experience the writing at its best, you should really play the first because BioShock 2 and Infinite do harken back enough to it that you won't experience either in full if you didn't play the first.
If gameplay is all you care about, well, you might want to give the whole series a pass. None of them are particularly good. If you must play them, though, and are only concerned about gameplay, I would say to go with BioShock or BioShock 2. While their gunplay isn't as tight as Infinite's, they have a lot more to them that makes up for their shortcomings compared to other shooters, and especially compared to Infinite. They're semi-open, have a decent mix of scripted and random encounters, and are just plain deeper. BioShock 2 is a little more refined in its mechanics, but I think BioShock is paced better, so it really matters what you prefer. Comparatively, Infinite has the tightest feeling guns and it has the sky rails, but after that it removes or seriously screws up everything from the first two, and it's much more linear in its progression and scripted in its encounters.