Basically there are 3 categories to this series:
Numbered titles, which are on console and developed by Nomura's main team in Tokyo. Includes KH1, KH2 and will someday include KH3 if Nomura's team ever finishes the project they're currently tied up with (Versus XIII)
"A" spinoffs, which are on handhelds and developed by the team in Osaka that once made Brave Fencer Musashi. Includes Birth by Sleep and now KH3D. These have a lot of new content and are nearly on par with the numbered titles, in fact some people prefer BBS to the numbered titles because the Osaka team rox.
"B" spinoffs, which are also on handhelds and outsourced. Includes CoM, 358/2 Days and Recoded. These have mostly recycled content and are generally low-budget cash-ins, though some people like some of them.