You must play Resistance. Amazing game, and it sets up the story. Once you beat Resistance, you'll have a cliff-hanger ending with Hale. If you are like me, you'll want to know what happens, so you'll need to pick up Resistance 2. The story in the second game is not all that great, and most of it can be summed up with "America finally gets invaded. Same fate as the rest of the world." I.E. America loses. However, the second game does introduce the hero for the third game, so you may want to know his background.
Now, if you don't care about the story (or are satisfied just reading about it on the internet), then you don't really need the first two games. I would suggest you get them however, as they are both rather cheap now.