Stalker is a lot more open world. You are, to some extend, free to go wherever you want. It's more about exploration.
SoC has some truly excellent mods that restore some features that have been dropped prior to release. Those mods make the game really open and really, really good. Clear Sky sucked. It's ridiculously buggy (well, all Stalker games are, but this is the worst), unbalanced and uninteresting. Never finished it, too shitty. It has some nice added gameplay elements, but all in all it's boring.
CoP is a lot better. It has all the good new elements of CS but none of its shitty linearity and bullshit. I refused to buy it for quite a long time because GSC Gameworld sucks, but in the end I got it at a Steam sale and I was pleasantly surprised. CoP is actually good, although it should have had more underground levels.
So yeah, the Stalker games are worth it. Compilations with all three of them should be dirt cheap, go for it.
Especially SoC has some awesome moments (the underground labs. Holy shit, those were creepy), and if you use a mod like Oblivion Lost you get a really great game.