I've played all the F.E.A.R. games, so here's my brief take on them if anyone's interested:
F.E.A.R. 1
An excellent shooter. It has very satisfying gunplay and the enemy A.I. is still unparalleled. None of the sequels have come close. The game plays up the horror aspect with Alma, the scary little girl, but the uncanny cleverness of the faceless soldiers is what actually makes the game so eerie and unique. You constantly feel like you have to look over your shoulder. It's rare in games that you're up against a scary, smart and worthy enemy.
F.E.A.R. 2
This is a much more straightforward shooter and the gunplay isn't quite as satisfying as in the first one. It's still fun though, and the few Mech sections are pretty cool. The enemies are now largely disposable cannon fodder, however. There are more "cinematic" moments and more scares and horror elements, many of which are a bit excessive in their flashiness. They all feel like unnecessary distractions from the shooting, really. You're also best off ignoring or skipping over the expanded story and cutscenes wholesale. They're a total mess.
F.E.A.R. 3
At first this seems like more of the same. The primary solo campaing is a very generic shooter with some fairly frustrating sections. Added in are some RPG light features. You go for achievement-like challenges and upgrade your character's stats in the process. You get ranked at the end of each level. Some of the challenges are actually quite fun to do. I always like an added incentive to work toward these normally pointless profile "badges". But let me tell you why this game might really be worth your time: Paxton Fettel...
You can either play the game in co-op with two characters that have vastly different play styles or, sadly only after completing a chapter with the generic "dude with guns and slo-mo", you can play alone as the amazing Paxton Fettel. Paxton is a spirit who can posess any enemy's body, then use it as a vessel to cause maximum mayhem, dispose of it and cause some further mayhem with his telekinesis powers (available in spirit form) by throwing everything he can find at his enemies, then jumping from body to body again, warping and zooming around the level with ever changing weapons at his disposal. Bodies are just as disposable as weapons here and both can and often are dropped at a moment's notice. It's a joy, and if done right it almost always borders on glorious, nearly unintelligible chaos.
You're clearly overpowered, but it just doesn't matter, it's so much fun. Say you have 4 guys shooting at you and you just zoom into the guy standing at the back who had just been trying to kill you and you quickly take out his 3 friends without them even noticing what happened. Typically every shootout spawns a ton of guys and you zooming around the level will trigger many waves early on, so you'll be jumping from body to body constantly (there's a very liberal time limit/restriction in place that you don't have to worry about too much if you keep collecting the souls of dead guys). But that's the point. If you're not constantly jumping from one corner of the room to the other and picking up and launching everything that's not bolted to the ground into your enemies' faces while you're in spirit form, you're doing something wrong.
Later on the game throws some zombie-like enemies at you and it is only when you finally get to play those chapters with Paxton that you realize how these are all unique enemy types with distinct melee weapons and attacks. You posess their bodies and all of a sudden you're a zombie and you find yourself biting other guys and hitting them in the face with hammers and wrenches. Great stuff.
The only downside then is that this mode only becomes available for the chapters that you've cleared with the boring shootbang guy. Shame really. Maybe there's a completed save out there that will let you just play through the game with Paxton from the get-go.
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So, all in all, I think the F.E.A.R. collection is totally worth it at $9.99. The third one has the worst main solo campaign but the awesome secondary campaing more than makes up for it. If you only get one, make it the first one. Else just get them all.