I would say all three games are tied in terms of world building. In terms of moment to moment gameplay, I would say it goes control is best, then quantum break, then Alan wake. Alan wake's combat is gun at first, but can get a little repetitive. Quantum break has some fun combat with the powers, but it feels like the game just needed to have more combout encounters. As it is they feel too few and far between. Control has the best combat, but like Alan wake it can get a bit repetitive given how long control is compared to the other games and some difficulty spikes are maddening.
I would say play all of the games, but honestly I would start with Alan wake. Because the other games play so much better/have improved presentation, going back to Alan wake after playing them might sour the experience. That said, if you start with Alan wake and don't like it, at least try out the other games.