Let me rate them, according to the earliest I have played.
Conquest: 9/10. Difficult but fun. The story is weak, but the gameplay and the strategy required is top-notched.
Birthright: 6/10. Serviceable. The game allowed grinding to the detriment of strategy. Story was still weak.
Revelations: 6.5/10. More challenging than Birthright and had a better story. Nevertheless, the gameplay is weaker than Conquest.
Echoes: 7/10. Great story, but poor map design. Armour units were essentially mediocre since they take so long to cross maps. Gameplay was good but deaths via teleporting witches can feel cheap. Thanks for Mila's turnwheel!
Three Houses: 8.5/10. Great story and fantastic gameplay. The characters were memorable. While the maps were not as memorable as Conquest, they were not as mediocre as Birthright.
Path of Radiance: 8.5/10. Good story about racism and war in general. I cannot think of much bad, except that the economy was poorly managed. (You get rich too easily).
Radiant Dawn: 8/10. Enjoyable gameplay, but too many underpowered characters (and no reason to use them). The number of chapters (47) made the game feel epic.