In terms of individual games:
KH1 - Hasn't aged very well mechanics/level design wise, but the plot is pretty fun light-hearted romp. You might not want to play it on hardest difficulty due to clunkyness. The game does offer sense of discovery the other games lack.
Chain of Memories: Story is pretty worthless, although some dialogue is good. Gameplay is heavily hit and miss, since its card based. Level design is non-existent due to being originally a GBA game. So the battle system is more or less make or break.
KH2: Story starts to go off the rails here, but it's still fairly simple to follow for the most part. Combat is best in the series, especially on the highest difficulty. Level design is very flat and non-exploration heavy compared to KH1 which can be plus or a minus. Has some really neat post game.
BBS: PSP game port, so has some technical limitations. Battle system pushes towards customisation, but it can broken extremely easily, which can make it bad for some people (including me). Heavily YMMV.
The two HD movies are okay, but they are definitely side stories.