Well there is only 3 right? unless I missed out on something. Well, this is gonna be a biased answer since it's my very first Tactics game, Final Fantasy Tactics Advance comes in at first. There's something about the first FFTA that hooked me right off the bat, I spent hours and hours playing this, to the point that I've re-ran it 3 times. As for Final Fantasy Tactics A2, I liked it, but I don't know, it didn't hook me as much as the first one did. I can't seem to find the reason why I liked the first one.
On the other hand War of the Lions, I liked it soooooo much too, the problem is I was having slow down issues on the PSP and I didn't have the patience to play through it with that common bug of slowdown during skill animation. I might give it a try once more if I have the chance.