I've played through both Resistance 1 and Resistance 2 as well as Killzone and Killzone 2. I didn't play the third installments of either of them. So, I can't really comment on the third of each. However, I wasn't a fan of the story in either game, all that much, so I don't think you really need to play both of the Resistance games in order or anything like that. Hell, you could just go and read the story off of Wikipedia. But, Resistance 2 was a better game, imo.
If you're a fan of playing through and paying attention to the story and everything like that, then I'd say go ahead and get the first.