All of them are great fun, but number 4 is where you start having a really immersive experience. The new companions are a plus, but in all honesty I've got to say that from my perspective the real gameplay and takeaway--collectively speaking--is discovered through exploration. Get to that endless and yet enclosed space with the doors that disappear and reappear.  Enjoy the liminal freakiness! Having Percy and his resources at your disposal is also really nice.  My favourite instalment in the Ben Jordan series!