All of the games are linear. Only Jedi Academy brings in a semblance of non-linear play with its "choose your own adventure" mission choice system.
Dark Forces was really exciting for me at the time. I was a teenager back then and a total Star Wars nut and the game really nailed the Star Wars intrigue factor. The same with JK1.
I think JK1 is my fav of the series because of how expansive the levels were and how much variety there was. JK2 improved everything else (I was so thrilled when I saw the previews for the first time) but lost this aspect. JA brings in the best Jedi power/saber combat system of any Star Wars game. Forget that Forced Unleashed garbage.
The entire series is great.