I played them in order.
AvP has always been for me more tense than scary, simply because it was so easy to die and the enemy random encounters. Its a differnet kind of feeling than the second.
The second I was scared, and I jumped considerably more times because they built up the encounters so much.
But on replays AvP still maintains its tense atmosphere for me because of the random enemy spawn, but since after the first couple of playthroughs of AvP2 you know the encounter patterns, it loses its magic.
I wasn't scared of AvP3 at all. Really. Not once. It was a combination of having done it all before, the environs being the same from species to species, and the setups not working (and repeatedly using the same setups).