I'll answer with some quotes:

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One is probably the "deepest" in terms of emotional complexity;
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I would say GFII because of the dual story lines,
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Three is probably the most "deep" in the sense that the plot is impossible to make sense of...

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See, we can act as smart as we want, but at the end of the day, we still follow a guy who fucks himself with kebab skewers.