Clear Sky happens at the same time as SoC and attempts to flesh out some things, but only raises more questions. The way it's wedged in just doesn't quite work. It did flesh out the faction system and introduced gear upgrades, which are very welcome additions and further refined in CoP.
CoP is set after and pays off on some things that happen in SoC, but it's not necessary to have played SoC before CoP. I would recommend watching a story recap of SoC at the very least. Or a spoilery review.
CoP is lavish by comparison. Size, systems, visuals, characters, side quests; everything. The whole package is improved. The plot is not as intriguing (and kind of can't be, after what SoC unveils), but it doesn't matter. If you're gonna play only one STALKER game, play CoP.