Die Hard is deffo the best - a classic. I do prefer 3 over 2 as well.
Some people think 2 isn't as good, maybe this is because it was made via a different producer/director or whoever, whereas 1 & 3 have the same person and so 3 tenRAB to be better than 2.
Like some have said, 2 was made during that time where most films had to have a sequel, so cash reasons mainly.
Never the less, I have all 4 on DVD. Will acquire DH5 if it does get made
According to IMDB, Die Hard was originally going to be a sequel to Commando, but Arnie had a policy of not doing sequels due to bad success of the Conan sequel, so they rewrote it to be DH.