Command & Conquer 3 Kane's Wrath is by far the best version.
Yes I've always loved Command & Conquer, Red Alert 2 and Tiberian Sun were one of the best ones ever made.
Command & Conquer 3 and Command & Conquer 3 Kane's Wrath (Expansion) are the most up to date ones (which are the unreal)
The latest is Tiberium Twilight, but seriously, if you're a traditional C&C fan I really wouldn't recommend it, no base building, no tiberium harvesting, no NOTHING.
Since EA got rid of Westwood studios and employed a new company to make Tiberium Twilight, is has thus far been completely destroyed!
I would get C&C 3: Tiberium Wars first, and play the campaign, as it leads onto the campaign story on C&C 3: Kane's Wrath (Expansion).
Then once you have finished the campaign on that, it's excellent for Skirmish and Multiplayer as the Kane's Wrath expansion adds 4 new Factions as well as keeping the originals.
It also includes improved super-weapons, new support powers and new 'super-vehicles'... By far the best so far!
Red Alert 3 has been made completely and utter rubbish, it seems extremely childish, like only a bunch of 10 year olds play it, HATE IT :|