Christina: There are things I absolutely loathe in both GK1 and 2 (acting, music).
I have never played the Last Express, but I heard that in that game the world is more "realistic" - as in Gabriel Knight 3, a game I love. I'd personally recommend GK3 instead of almost any other adventure game in the entire universe. GK3 has little bits of history in the storyline - well quite a lot in fact.