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These have been featured in various sales and/or bundles lately and the've ended up piquing my curiosity. I'm not a big fan of cyberpunk and my backlog is way too long for my own good, so I'm probably not going to rush to buy either of these any time soon, but supposing I ever did, is there some kind of continuity going between them, or are they just three different, unrelated stories sharing a common setting? Can they be enjoyed on their own? I see Dragonfall seems to be the better liked: does that mean I'd be better off skipping Returns?
This question / problem has been solved by aurlaentimage
There are references to the earlier games in the later ones, but it is not a continuous story.

If you're going to play them all, I suggest playing them in order.
If you're only going to play one then I'd recommend Dragonfall, but Hong Kong is also good.

I didn't mind the gameplay changes that some people complain about in Hong Kong, but I preferred having more control over my character's backstory in Dragonfall.
In my opinion Hong Kong has better game play as I liked the changes. However, Dragonfall had the more interesting story that kept me intrigued and playing more. If I had to pick only one it would be Dragonfall too.
As mentioned the order doesn't really matter and they can be enjoyed individually. But if you're interested in more challenging combat scenarios play Dragonfall or even Returns. If you want the most refined gameplay and best looking play Hong Kong.
Hong Kong's combat may have been less challenging because by then you have lots of experience with the system from the first 2 games.
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vsommers12: Hong Kong's combat may have been less challenging because by then you have lots of experience with the system from the first 2 games.
True, that may be a part of it. The character type you're playing is also a factor.

But Hong Kong is missing the Very Hard setting completely, The difficulty difference between Dragonfall "Very Hard " and Hong Kong "Hard" is quite noticeable to me.
Thanks for the input, guys.