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I've been curious about the Saints Row series for some time, to the point of considering a DRM-infested purchase from Steam. Consequently I both both games right away to show my support and make use of the special offer.

Now before I actually start playing I'd like any input on the importance of playing the series in order, and the likelyhood of being able to do so.

Are the second and third games more enjoyable after playing the first? Does the first feel horribly unpolished after getting used to the latter releases? I'm guessing at least spoilers aren't much of an issue as the story seems rather light-hearted.

So why is the first game not on GOG anyway? Different publisher? Can anyone offer any meaningful speculation on whether it will turn up?
The first Saints Row is an Xbox 360 exclusive, sadly.
pulsecap: I'm guessing at least spoilers aren't much of an issue as the story seems rather light-hearted.
As Deepo said, the reason SR1 isn't available on Steam nor GOG is that it's an Xbox 360 exclusive. I haven't played the original game yet as I don't own an Xbox but indeed, story-wise not knowing the original game didn't feel like a big issue when I first played SR2. It's so abstract and humorous that I couldn't care less. Admittedly I would have enjoyed seeing how some of the characters were originally introduced but it didn't really make the sequels any less fun. And especially SR3 had such an extreme change in style over SR2 (and presumably SR1) that it almost felt like the start of a new series to me. Again, you could just as well start playing the series with SR3 and skip the original ones altogether, although personally I consider SR2 much better than SR3. Haven't tried the newest ones yet.
As someone who played the first and second game, just stick with the second game as the first entry into the franchise. The first game is good, but the problem is that it was more or less a slightly improved Grand Theft Auto: San Andreas clone which was cool at the time, but now it is just kinda meh compared to the second game. Second game still has the GTA clone feel but it has a lot more to offer to make it its own game.
That's a little disappointing but very informative, thanks everyone. I guess I'll just start playing as soon as I have the time.