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Personally I liked disgaea 1 the best not due the it being the original or anything like that but its sometimes insane difficulty, ALL their likable characters and development, and story which unlike the 2nd game was uninterrupted and could actually be taken seriously -__-
Not bashing Etna's or Laharls cameo's or anything but they totally ruined the story. Dear producers if your gonna bring uber strong cameos in KEEP THEM OUT OF THE MAIN STORY!!!!!!
Disgaea 3s producers were smart enough to put them in the post game which is what they should have done for the 2nd.
Having not played Disgaea 3 (just seen scenes of it on YouTube and similar), I'd say any version of Disgaea 1 is the best in terms of [main] characters and story, though I think the gameplay in Disgaea 2: Dark Hero Days is well improved and just better overall than in Disgaea 1. Sadly, I'm not too fond of the Disgaea 2 story.
Disgaea Infinite is a short and fun game, but it can't really compare to Disgaea 1 or 2 for both gameplay or story, in my opinion.
Disgaea 1 is best in terms of a balanced damage system (making it my personal favorite), and Disgaea 3 is best for character/item customizability. Disgaea 2 is a happy medium between the two, offering better customization than Disgaea 1 and a more balanced damage system than Disgaea 3. I'm looking forward to seeing where the eventual Disgaea 4 will fall in the spectrum.
Disgaea 1 (for PSP and DS, anyway) also has multiplayer going for it.
http://disgaea.akai-tsuki.net/index.php <---- Head on over here to talk Disgaea with all of the other fanatics.
I don't know I had some issues with 3, but I haven't gotten around to actually playing it again, but I was at the grinding stages. I like D1 atm I'm just leveling and what not now, but Gordon just ruins it for me I hope I don't have to hear him speak much more. I haven't played 2. I am wondering what class does D1 have that 2 and 3 don't, I'm trying to think, but I can't think of it. I'm 1/2 thinking whatever the heck the last tier is Lord (can't remember name of class in general) in D1, but I can't think.