I began with Diamond, which I bought on its UK release date (and traded in Animal Crossing for - GAME UK had a deal on :3) but I wasn't too impressed with it so when I beat it I just sort-of forgot about it. Then one of my friends told me Platinum was far better, so I bought that and I've been hooked ever since. I got Pearl last week to use as a storyline game, as I now use my Diamond for my trading business and my Platinum for training. C:
So, in short, I own all three. Diamond -> Platinum -> Pearl.