HoI3 is the most wargame-y of the HoI games. DH in particular also has several start dates including a grand campaign from 1914 to 1964 or thenabouts, and also the original Kaiserreich mod which is very popular, though I don't know if it is still actively developed. This is probably the most 'grand strategy' out of the three main options, with a good mix of political simulation mixed into the wargame elements, so it's a good game if you want a more imaginative playthrough. These games are from the same era as Vicky 1, CK1, I think EU3 as well, which means you can expect a relatively simple feature set (though by no means overly simple) under which lies a fair amount of depth. HoI2 and Darkest Hour: the latter is basically a mod of the former which was polished and released as a standalone game, so there's no reason to get HoI2 if you can get DH.
'Best' is going to be pretty subjective, so it's probably better to just get a general impression of each game and choose the one that most fits your personal tastes:
