Well I started off playing Halo 3 online. If you ever played Halo 2 , you'll soon find out not much has changed other than graphics and maps, a few weapons and a few vehicles. Gears of War 1 is a lot harder in my opinion, since most of the people you will be facing will be experienced players, while as on Halo 3 you can go into Social Matches (basically unranked) and play. You can play unranked in Gears 1 , but like mentioned earlier you will be facing a lot of good players.
Story Wise, Gears 1 definately. In Halo 3 , you dont feel any sort of connection with the characters. In Gears, the characters seem to have more of a background and purpose. Also, the story for Gears 1 is much longer than the story for Halo 3. You can beat Halo 3 in a day.
I think Gears 2 has a better story then both, and the online is pretty much the same as Gears 1 except the shot registry can be sketchy at times, like sometimes you can see the bullet hit their head and no headshot(this has been fixed a lot through updates), and a lot of people play Gears 2. Another thing with Gears 2 is instead of the lobby joining system in the first one, it has match making. The match making is pretty fast, but if you play by yourself it can take a long time to find matches if you dont have a really good connection. Also in Gears 2, the shotgun is not as unpredictable or extremely powerful as it was in Gears 1.
If you really like Gears 1 and are already really good at it, get it. If not, you wont be missing anything by getting Gears 2.
Gears 2 is my choice.