The 2nd game I ever bought was UFO: Aftermath. Loved that game. As a kid I always latched onto those UFO investigation shows, and knew the lingo like the 'dreamland files' and all that when I was little. Literally, UFO: Aftermath was the reason I bought my first video card, a 5500FX. Installed the card, the video test ran smooth, I smiled, and had a great experience. I pre-ordered Aftershock, the sequel, and put up with it's Starforce crap but eventually that was patched out. I will say Aftershock was my favorite of the 3, Afterlight was still good but it went way too cartooney for me to like since I expected the grittiness of Aftermath and super-grittiness of Aftershock.
My opinion, buy all 3 from GOG.com. But remember, I played Aftermath and Aftershock before finding the first XCom on Abandonia (back before companies starting sending lawyer-threats) and I have fond memories of those games. I am always happy playing that series, and counting Original War being one of the greatest RTS's of all time it's a shame Altar Games went under as abruptly as they did. My favorite games for a decade were made by that company.