Utterly Mad

STALKER is certainly worth getting, Steam does a discount bundle if you buy all three together I think, and they're almost never on sale together from what I've seen.
The order is Clear Sky > Shadow Of Chernobyl > Call of Pripyat

Clear Sky was definitely the worst out of the three, but still worth playing. Call of Pripyat is a better game than Shadow Of Chernobyl but you're more likely to enjoy Shadow Of Chernobyl more, since it had a better storyline. So I'd also recommend you start with that one and then move onto Clear Sky and finish with Call of Pripyat.

You don't need to get all of them to understand the storyline though, if you only ever played Call of Pripyat then you'd understand the story quite well, they do a good job of explaining what's already happened.