It's the best in the series but it somehow lacks the creativity of the 2nd game.
Somehow the game felt easier (excluding the 5th heist and bosses) while money is alot easier to come by and the plot seemed tacked on as an excuse to produce a 3rd game, it didn't seem to serve a purpose or certain goal as did the 1st and 2nd game plot-wise.
Other than that it's pretty much identical to Sly 2, if you've beaten that game and you're curious on how the series concludes then by all means give this game a go (though I'd suggest a month's break between them given how identical they are). If not than just stop at Sly 2 because it doesn't really expand much from there. Don't expect much from the ending either.