C&C 1 was the best game of the series, in my oppinion. C&C 3 was pretty good too, but it may be a little confusing if you haven't played the original. The second game (C&C 2, not Red Alert) had one of the strangest storylines I have seen in a game, and I couldn't force myself to finish it.
Red Alert was the sequel to the original C&C (Tiberian Dawn I believe). It has nothing to do with the tiberian series, other than both series have Kane in them. Red Alert is an alternate reality where Einstein develops a time machine and kills Hitler before he gets into power, and a war starts between Stalin's Russia and the rest of Europe (so WW2 without Nazis). It is a fun game in it's own right, but the units have been made far more alike than in the original.