I did (though only finished Aftermath). Solid games (though I remember at least one of them needing mods, due to some items not working properly, at least in the version I played at the time) with a considerable amount of good ideas (but also some confusing ones, like the rail network in the second; that really stumped some players). From the second onwards they limited the amount of training a single soldier could get, so you couldn't build superhuman universal soldiers like in Aftermath. Reading on the premise of XCOM 2, sounds like it recycled some ideas from Aftershock (losing ending canon, mobile base).
Apocalypse was great, though sadly few people played it. Everyone was concentrated on Quake, Diablo and Warcraft 2 at the time. It was the first X-COM (note dash) game to offer a real-time combat option (which was, ironically, better than the turn-based one). It's also pretty difficult (not so much on the lower levels, but definitely on the higher ones) though nowhere near as insane as TFTD.
And yes, I too found the new one underwhelming. It feels too shallow (particularly w.r.t. combat mechanics and soldier/equipment management), limited (especially replayability-wise) and excessively reliant on scripted events. I'd place it even lower than the Altar Games series on my personal preference scale. Feels more like an updated/polished version of Incubation rather than the successor to the X-COM (note dash) series.