Pretty much the topic title. Also, even though I have UB, should I get the others as well?
Jagged Alliance 2: Unfinished Business (also known as JA 2.5 and JA2:UB) is a more combat focused game, with more or less sector fight after sector fight, taking place in a different setting than Jagged Alliance 2 (aka JA2). It does support user made campaigns, and if you look around you should be able to find a few (SOG '69 is one of the highly praised).
Jagged Alliance 2: Wildfire (aka JA2:WF) is more or less JA2 with a few more mercs, a few enhancements, and the difficulty cranked up. The maps are different from normal JA2, the miners won't just agree to turn over the income to you, you will need higher leadership and town loyalty, and there are a few more enemies on the maps. On the upside, you can have increased resolution, and a max team size of 10 instead of 6.
On the other hand, JA2 1.13 supports both UB campaigns and WF maps, along with higher resolutions, increased team sizes, more mercs and a ton of other enhancements. Grab JA2, then drop by The Bear's Pit and grab either the stable release or the newest one, and be prepared to get stomped into the ground.
Should you have any questions about JA2, don't hesitate to ask.