I loved Fallout 3 the most out of all of them. Fallout and Fallout 2 clearly had the better story, characters, setting, etc., but I found that I'm not a fan of the isometric point of view as well as the turn-based combat.
In short, I loved Fallout and Fallout 2 for the lore they created, and I love Fallout 3 for how well it played. Sadly, Bethesda has no idea how to create a compelling story and environment like Interplay did, so Fallout 3 falls short of the mark. I'll undoubtedly love New Vegas, though.