The third SH has the best gameplay in the series. It takes SH:C’s system and makes it even better. Unfortunately, the characters are pretty bad. The concepts are interesting, but the game gives them all very little screen time to develop. The villains are pretty cool though.
The Persona’s are excellent. If you want to play both of them, play 3 first otherwise 4 will take out some of the enjoyment 3 offers.
Other good ones include the WAs games and BoF 5. Although you have to give BoF5 a chance. I stopped playing it because I ran out of healing items in the second dungeon, and then I recently came back to play through it. Now it’s one of my favorite games.