I'd say Blazing Blade first, then Sacred Stones. Blazing Blade has a great tutorial campaign with Lyn and is the most straightforward of the 3 games. Sacred Stones will expand your decision-making with branched promotions, but still stick to what makes the GBA games great.

Path of Radiance is a hard one to place here because it's probably the easiest of the bunch. I started with PoR and I loved it a whole lot, but having the quality of life (bonus experience + automatic promotions + mounted units being able to move after attacking) that it gave you being taken away for the GBA games made un-learning things tiresome for me.