I actually liked #3 the most. Western setting = guns. Guns = better.
Seriously though, BTTF was great, I loved it, but BTTF2 left a bad taste in my mouth. Maybe it was too dark or depressing, I'm not sure, but I rarely watch it. BTTF3 is a lot more like the original (perhaps too much), but a lot more fun for me. Maybe I just have a soft spot for western-themed movies.