4 has much more strategy and challenge (of which 3 has virtually none) as well good characters and a decent, if simple story. The missions are much longer and more complex with up to 11 of your units in battle at times.
3 has many more missions and much more play time overall, but the missions are short. The story is probably better and it has a fascinating internet mode that fleshes out the world greatly. There are two versions of the storyline depending on an early choice. The story most people will play is good, but has mostly annoying characters. The other story has better missions and more interesting.
I prefer 4, but 3 is great.