I remember when I bought ME 1 and 2 together. I didn't like 1 at first, I got really lost on the Citadel and gave up for like a week. I eventually came back and did it, and loved it.
Mass Effect 2 all the way, one of my favorite games of all time!
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ME1 is probably my favorite because it's just a classic to me. ME2 has the most content, improved on a lot of the stuff from ME1, and an awesome story. ME3 has the best combat system and the story was great up until the end.