Depending on what you really want.
Ace Combat 4, was well rounded, but not much of a story.
Ace Combat 5, has the best Air to Ground Missions and has the best Character Developement Story out of the Ace Combat Series. Everything seemed to go into place well, and you get a heavy amount of jets to use, plus control of 3 wingman that you don't see in the other PS2 games.
Ace Combat Zero has the Best Air to Air Combat in the game. With seperated enemies (Target, Enemy and Neutrals) the combat goes out with a blast. Also with the Personality system, you can get different stories as you play. Though stories are not give meaning in it or does it have a character development like AC5, but the action in the game is great. Though one trouble is that you get only 2 wingmen and not at the same time (so really you have one wingman with ya the whole game).
To over all it, I say get AC0 if you want some Air to Air changing story, and AC5 if you want a Great Story with a lot of good Air to Ground Combat and some good Air to Air Combat.