Also, playing P3, P4, or P5 first really depends on your thought process.
P3
- "Older" characters (they do not act like teenagers)
- Setting is more urban (in line with the typical SMT environments)
- Main character can change weapon types (swords, bows, clubs, spears, boxing gloves)
- Story is tragic/more mature/darker in tone (thought SMT bends way further)
- AI-controlled allies can be a pain, but I appreciate it as a change of pace
- Great/Good/Tired/Sick mechanics (extra status based on daily choices/battle; adds to realism)
- one main (procedural-generated) dungeon
- Better at "pacing" than P4 and P5 (this game kinda runs in a symmetrical pattern)
P4
- Better party/characters (they feel like a group, and act like a group...but are total morons)
- several themed dungeons (still weak in the actual style department)
- Better gameplay than P3 (full party control/better at describing skills/S. Link abilities affect battles)
- Funny as shit (so many great moments)
- Story slows down about halfway, going into filler for a "month," before picking back up
P5
- A mix of P3's tragic and P4's comedic tones
- GREAT soundtrack (not saying the others are bad...this is just REALLY good)
- Amazing style
- Best dungeon design (because they were themed rather than randomly generated)
- Characters suffer (less world building - a lot of the game is done via text)
- Same pacing problems as P4 (Here's a major plot point. No fun time for you. Go to bed loser)
I like P3 for the darker tone and story moments, P4 for characters, cutscenes, and comedy, and P5 is just dripping in style, music, dungeon design, and ambience.
"Evening caress, Always yearning, I must confess, The stars aren't burning"
Copernicus - Candlemass