It's not really a handheld series, they're just taking their time with making KHIII, so they figured they would give us a bunch of hand-held titles to satiate us. Not that it really works. BBS is the only one that is worth anything. Ironically though, it's worth the most out of any KH game, even the console ones.
I just can't express how deep my love for Birth by Sleep goes. It is just so fantastic, so emotional, everything Kingdom Hearts has ever been and so much more.
Like I said, it sets up for the third game. You should for sure play it.
The rest of the handhelds are on Nintendo systems, which is why they don't matter. Except Chain of Memories. That actually mattered to the story and filled in a lot of gaps, but I never beat it because I couldn't stand the card system. So I just watched the rest of it on Youtube. Days adds something interesting to the story, I'll admit, but I never played it. I never will. The gameplay looks lame and I don't care much for the DS anyway. Reverse that for Re:Coded, in which, the gameplay looks fun except it's on the DS, while the story is not important in the slightest.
What's the message at the end of Re:Coded though?
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~Halo Live, fight, survive, as a family.
http://img267.imageshack.us/img267/7469/batfamily.jpg