Part 2 & 3 are very good as well. But most likely, you'll like 1 the most. As 1 is still the meat(main event) of the whole trilogy, while 2 & 3 sort of fill in the gaps and back stories for you. But they do enhance the experience in their own ways, not just some supplimentary stuff you can live without. So go check them out, make sure don't try reading too much on the storyline, in case you get some spoilers. As you may not know, Infernal Affairs is all about 'surprises'.
Out of the 3 movies, I think 1 is the best, then 3, with 2 being the least favorite(which is still pretty good).
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Cool, thanks for the feedback mate - mucho appreciated.