God of War had the best concept, God of War II had the best adventure, God of War III had the best premise. (Well, okay, God of War II's ENDING had the best premise, but whatever.)
In general they're all about the same in gameplay and such, II is my favorite because of its stupidly epic scale and cast. The first is probably the best written but easily the least polished and slowest paced.
Of course, all of that was in a pre-Marlow Briggs world.