Well, I just replayed Xenosaga Episode III a few months ago so I have a fresh brand new perspective on it. I really like the story but the worst part of the game is easily the main protagonist. WTF you might ask? Well let me break it down for you:

Shion is in an eternal abusive relationship. She desparatly seeks the approval of some guy. Why they had a relationship in the first place I couldn't tell you. They clearly explain the motivations of the guy but Shion? No such logic can be found. The fact that he is dead never stops her from pinning over him for YEARS. She wants to make this guy happy. Every motivation she has ever had is to that specific end and it is never anymore complicated than that until literally the final fight of the game. She is so smurfing annoying in this game as well. She plays a vital story role but I can't figure out why we are forced to endure her as the main character. She is everything wrong with how female characters in media are written.

Now that I have that out of the way, the story is awesome and the rest of the characters, secondary characters, antagonists and mythology are all very well developed and likable. Having said that the writing is kind of bad or symbolic for no real reason in an annoying way (I refer to the end as my prime eye rolling example where the ship, Elsa, grew wings making some reference to Wagner's Knight of the Swan which they blatantly tell us for no good reason ruining the intense moment). The writing is probably about average for a game and would have been fine if they didn't speak everything. Somethings are suppose to be internal monologue but there is nothing to indicate that it is...either that or everyone around these characters is deaf.

The first one I have played the first one multiple times (I really enjoyed the battle system for some reason...probably because I could abuse it during leveling). This game is very cinematic in its presentation. It can be a bit long and drawn out at times but over all it was interesting and provided a good set up for the final game.

Skip the second game. It is an abomination. Graphics are a step back from the first game, music is hideous, replaced voice actors with worse ones (they got the episode 1 cast back to do episode 3 because they realized how badly the smurfed up), a terrible battle system that was boring as hell (after about 1/4 of the game you get an ability to where you can win any battle by following a certain pattern...as long as your characters don't die in a hit and even then it would probably work). The story was more like a side character story than anything truly integral to the over arching plot. In episode III they give you a huge encyclopedia to fill you in on things as you go along that were never told in the games because Episode 3 was probably suppose to be more like episode 4 or something and the missing stuff sounded way better that what we got in 2. Skip this game and watch the cutscenes on youtube or something.

Episode II was so bad that Sephex still has never played the third one due to II leaving such a bad taste in his mouth.

Despite the short comings of the games, I thought the story was pretty good and rather engaging. I think the third game is the easiest to get into but they all have a long start up time and by that I mean it is an hour or two before you REALLY get to play the game. I think you also get more out of the series if you really enjoyed Xenogears.