A lot of people had a lot of difficulty getting GK 3 to run in XP. Here is a forum that discussed ways around a lot of the issues. I found it when I was having nasty graphics problems with the game. The solution required removing a driver from win32. then of course replacing it when done with the game. I don't remember the details, too long ago. but this site offers plenty of tweaks etc. GK
As for being the best of the three, nawww I thought it was the worst. But that's what makes for lively game discussions.
I was enjoying the problem where almost everything on screen was black. Not everything but 70 percent of the screen. this was the answer I found on the above forum."Update : Try renaming c:\windows\system32\mpeg2dmx.ax to something else i.e mpeg2dmx.old and then start the game again. When you're finished playing, rename the file back to mpeg2dmx.ax."
That worked and the game ran fine after making that change. Like I said there are a lot of assorted problems. 8 pages worth of them. chances are if there is an answer you can find it there. good luck