It depends a great much on what kind of games you like, and what attitude you have towards them.
First of all, you must understand that these are old school games. With that I mean that in these games you were supposed to lose and lose until you would improve as a player, succeed at the challenge, then move on to the next mission and repeat the process.
These games don't handhold you thru a fireworks show, as most AAA games do today. Instead, they tell you what must be achieved, and throw you in the middle of a battle, and it's your responsability to find your way around and get everything done.
Back then, it was considered a good thing that a game would "last" as much as possible, while still fit in the distribution media proper of the 90's. So, the only way to do that with the few 1.5MB disks that games came in was to have a difficulty high enough to keep the player entertained and sitting at the edge of their chair so that he or she would need to replay every piece of content just enough times to make most of it without overdoing it and making it feel old.
As time passed, distribution media became more capable and the games' length started to depend more on adding more content, than on how many times the player would need to play that content before they would succeed.
For the first X-Wing, the designers set their goal that every mission would need to be replayed around 5 times before the player would succeed.
For TIE-Figther, the amount of retries was greatly reduced to about 3.
I would say XWA has most of its missions at around 2-3 retries.
I don't cound XvT here because the design goals for that game were entirely different. But I'd say that playing the BoP campaign solo, the intended retries would be again around 5-6.
If you are a casual player, definitely go first to XWA. It has the best graphics and the campaigns have an adequate difficulty curve.
If you consider that you can look past the outdated graphics, and you have quite a hard skin for old school difficulty, I would recommend you to play them chronologically.
X-Wing (the first game) was what made me a StarWars fan, and go from knowing nothing about it to learn who where these characters mentioned in the missions briefings and cutscenes, etc. Make yourself familiar with how the missions work in the Historical Missions training area.
TIE Fighter is the best in the series, both in content, difficulty, variety and story.
Too bad, the best editions of X-Wing and TIE Fighter (the Collectors' CD editions) aren't available in GOG. The GOG DOS versions are really ugly, and the Windows (Collector Series) versions are maimed and tasteless pseudo remakes.