Kingdom Hearts 1 was far superior to the others. It had a far more polished feel to it, with regard to both gameplay and story, imo.
KH1 felt more like a Disney game with Final Fantasy cameos, while Kingdom Hearts 2 felt like the opposite.
KH1 was always more a kids game to me, that could be enjoyed by both children and teenagers, but KH2 just was a little too Final Fantasy-styled, especially the final battles (Dang, they almost felt like they were out of a DBZ movie -__-) .
And the worlds are just much better in Kingdom Hearts 1. =/
COM was pretty good and innovative, but only as a Gameboy Advance game. It wasn't really suited for a bigger system like the PS2, but since it was just an extra to KHFM2+, I guess that's fine.