The story from the protagonist's POV though is rather downbeat, whereby he laments over his uneventful life. Mafia 2 gives you some decent chases, has good story elements, and has some pretty good battles with not too bad DLC, though it's arcade with no dialog. It also has some pretty visceral battles, so you need to be aware of where enemies are and take cover. When stealing cars you must use lock picking. Mafia 1 is very real world oriented in that you must refill your car with fuel, and you can even be pulled over for traffic violations.
There's no one easy answer since they all have different styles which cater to different tastes. You probably aren't going to like hearing this, but each game has it's own pluses and minuses, and all are in some way worth playing depending on your preferences. Mafia 3 however has a main character and tie in from Mafia 2. Mafia 1 has it's own characters unrelated to the other two.