Order of Ecclesia is by far the best one, mostly due to how challenging it is, forcing you to be strategic and use your runes (weapons) correctly instead of just stupidly rushing the game with whatever weapon is the more overpowered.
Second best is Dawn of Sorrow. If you play this one you should play Aria of Sorrow on GBA first, it's a direct prequel and is just as solid as the DS games. You can skip the other two GBA games (Order of the Moon and Harmony of Dissonance), they're pretty bad.
Portrait of Ruin is easily the worst of the three. It's still a decent game, just kinda broken, it has a neat concept where you have two characters but they failed to make it interesting. You should still play it, if not for the great soundtrack.