I loved all the exploration and collecting.
I had so much fun playing these games. I love games with a lot of exploration and puzzles to solve, which are the two biggest elements in all three of these games. The combat is well-done too. Some gamers out there might find the regular enemies too easy, but I thought the difficulty was just right. To be honest I just saw the combat as something I had to get through to reach the puzzles. The boss battles are challenging, but fair. There's nothing innovative in the trick/strategy you'll need to beat each one, but it's usually well-executed. The only time I was truly frustrated was the final boss in Legend on Hard Mode. By the time I beat that thing I wanted to throw my controller across the room. I'm still not convinced there's any effective strategy for fighting it.
It's hard to score the trilogy as a whole because each game deserves a different score. I would give Legend an 8, Anniversary a 9, and Underworld a 7.
The controls are slightly different for each game. This is the sort of thing that was necessary when the games were being released, but doesn't seem to fit when they're all packaged together. Anniversary does it best by keeping it simple. Legend and Underworld have more variety but lack polish.
There are some issues with glitches. In Legend I would have some plot-related items disappear completely if I died, leaving me trapped in locked rooms or unable to fight the boss. Underworld was probably the worst, it froze on me several times. I didn't encounter some of the more well-known bugs (collected relics not getting counted towards your total), but I also played it the least of the three. Underworld's glitch problems go all the way back to it's original release. I don't know whether or not the other two games had issues on original release.
Puzzles are where this trilogy really shines. All of the areas are really fun to explore and they're broken up in a way that makes each area seem epic without being daunting. Anniversary and Underworld are both gorgeous games, and Legend still looks fine although it shows it's age a bit more than the other two.
Story is another element I consider extremely important. As much as I love gaming, I find it very hard to play through anything with a sparse or boring story. There's nothing revolutionary about any of the storylines here, but they were all good enough to keep me playing. But I feel like each one sets up something interesting and then fails to deliver. Legend ends on a cliffhanger that gets an anti-climatic resolution in Underworld, and Anniversary doesn't give it's villain any satisfactory motivation.
If you're wondering what order to play the games in, I'd recommend starting with Anniversary since it's the remake of the original game. Plus Underworld is a direct continuation of Legend, so you'll want to play those games in order.