Mine may be a controversial opinion that others don't agree with, but I found the first to be an excellent game.
I played KZ1 right at the beginning of this gen, before KZ2 was ever shown (the game not the infamous trailer). It was the game that finally killed my phatty PS2. But I adored every minute of it. It was the title that made me understand exactly why Sony chose to invest in Guerilla Games. KZ1 had an amazing SP campagin. Thoroughly enjoyable for me
I would rank the campaigns:
KZ1>KZ2>>>KZ3
With KZ1 edging out KZ2 purely on the basis of the quality of the narrative. In terms of pure visceral action and immersiveness, KZ2 wins outright. I have in the past gone on record to state that if KZ2 had KZ3's Rico (and Move controls), KZ2 would be my favourite FPS game of all time.... ever.