I've recently done 1 and I'm on 2 (but have completed It before). I would complete 1 and 2 first to learn a bit about the characters and see the change from "naff but fun GTA knock off" to "crazy ass fun". And to be honest they are fun, and funny, games still. 1 slowly turns into a bit of a drag but it is short. 2 is much better in terms of gameplay and structure and a bit longer.
1 is xbox 360 only I believe. 2 is PC and PS360 but tbh don't get it on PC it is an unstable buggy wreck even with the Gentlemen of the Row superpatch.
I would say 2 is the best as you have a the crazy game but it is at least grounded in reality still, which makes the crazier bits more... Betterer.