First thing one has to mention when talking about the Grandia series is the battle system. It is the one of the best ATB systems out there. You should at least give one of the games a try just for the battle system.
Grandia I is a very good RPG. Its is also a longer game. I remember taking around 50 hours to beat it, if not more. The story is nice in that its fairly light-hearted and appealing.
I felt as if Grandia 2 is the best of the series. The story, while not original, is very well presented. There are very few characters in the game, which is a positive because each character is developed very well. The only issue I have is that there are virutally no sidequests.
Granida Xtreme is very medicore. It isn't a RPG as much as it is a dungeon crawler. There is no real story, no character development, horrible cutscenes and crappy characters in general. That being said, if you really likethe battle system, this is a game you will play for a few hours here and there. There is lot of leveling up to do, whether it be magic eggs, spells, skills or just leveling.
I would pick up Grandia and Grandia 2 first, and get the DC versionfor Grandia 2. The PS2 port is fairly poor. If you really like the battle system, then try Grandia Xtreme. Some people like it, some people don't; but the battle system is still excellent.