HWI:
Graphics are outdated, but this game earmarked a new age of RTS.
The story was second to NONE and had me completed enthralled by time I reached the Garden of Kadesh (still one of my favorite missions).
Finally reaching the Exile's Homeworld and defeating the centuries old Emperor Kaiidan was epic.
The narration drove this game as much as anything else, imo.
HW:Cataclysm:
Provided an in-depth view of Kiith Somtaaw, a lowly working family that, through the greed of their leading council, unleashed the Beast on the galaxy.
The fleet commander of Kiith Somtaaw is voice acted superbly. When you fire the siege cannon and he quietly says, "Burn, you monstrosity," I got a chill. Ooh, I just got one thinking about it.
The addition of individual ships receiving experience points and the associated boosts in power added a level of attachment that was profound.
I strove to keep every ship "alive" and hated losing even a lowly scout.
I loved my ramming ships

(stupid beast conversion beam!)
HW2:
Graphics are top-notch. When firing cannons, ship's turrets actually recoil and when missiles slam into a ship hull they break apart.
We lose the individual fighter in favor of fighter squadrons (which I didn't like) and we lose the experience system which makes losing any ship inconsequential.

Where's my Super Acolytes!?
The story of finding Sajuuk and fighting off Makaan is epic.
Battlecruisers for the win.
I think people are being a little unfair to HW2. The story line followed canon and was still one of the best I've ever experienced. The progenitor ships, the Gate of Balcora, the revivification of Sajuuk and the revelation of inter-galactic travel and the progenitors becoming immortal through their machines were awesome story elements. I only wish Relic stuck with the original storyline for HW2. I pray HW3 comes out one day and they bring back ship experience a la HW:C to make one want to save their pilots and not just "zerg" their opponents, but use strategy to minimize losses.