I've only played Battlelore, and then I've only played that a handful of times and only just scratched it's surface, but it's a really cool game. It's the sort of game you really sort of want to get one game buddy to play it with consistently, because there's a lot of buildup and progression so if you play it with someone else you need to either go back a few steps to get them up to speed, which might be boring, or pick up where you left off, which might be kind of like throwing them in the deep end before teaching them how to swim.
C&C: A is generally agreed to be the best of the three, though that's certainly not a universal opinion (as Merric's dissent nicely illustrates). If nothing else, the theme and bits are both kind of off-putting to me, and as much as I value a good game I can't help but judge a book by it's cover.
All that said, here's what I'd recommend:
Get Battlelore if you like the pseudo-historical slightly-fantastic theme or if you're looking for a game that starts simple and adds lots of options and complexity.
Get C&C: A if the gameplay is most important to you and you can get over the aethetics of it.
Get Memoir '44 if you like the theme, if you like the price (pretty sure it's the cheapest, not to mention most readily available IME), or if you like the relatively short game play time (not that the others take especially long, AFAIK, but I'm pretty sure Memoir's the fastest of them).
Oh, there's also Gettysburg, which I think is out of print (could be wrong), and was the first game to use the system, IIRC. That seems to be fairly popular as well, though I think the general concensus is that it's third or fourth of the four (not sure if it's better than Memoir or not).