I've read some that it has more exploration?
Yeah, the other games in the series have much less combat, more puzzles, and more exploration/climbing, which is both extremely fun and rewarding but at times frustrating. They really aren't anything like this one, but they are great in their own way. I would start with Anniversary and Legend, first, though. I found them more enjoyable than Underworld. Plus, Underworld is the conclusion of that trilogy, so you'll be missing out on the story (which kind of falls apart in Underworld, imo).
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Underworld was enjoyable, as were Legend and Anniversary. As above poster mentioned, they are a trilogy. Exploration can be similar to this TR, just much more of it in the past games. Combat is absolute garbage (imo) compared to this TR though, so keep that in mind if you try them out.
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Legends is more of a linear game. Theres not a ton of ways through the levels. Also the levels are shorter. Its a fun game, kinda like a good intro into the classic tomb raider style games.
Anniversary and Underworld are way more difficult puzzle wise.
If you were interested in underworld, I would probably play Legends first since both games are basically one story. Anniversay, while connected is not essential at all, its just basically a remake of the original Tomb Raider, but it is a great game and I would recommend playing.