I just got done watching Cube Zero. Other than the extremely gruesome first scene, I quite enjoyed it. In fact, I found all three quite interesting. I think I enjoyed Cube Zero the most, due to the fact that you get to see the "behind the scenes" areas of the Cube. Also...
I recommend the first movie as it addresses alot of important social issues.
It is a very interesting microcosm of the world in a similar way to Lord of the Flies.
I was not enamoured to the second but the third was an interesting take on the storyline.