I have Pokemon Mystery Dungeon Blue and Pokemon Mystery Dungeon Explorers of Darkness. I also have Pokemon Dash, which is so lackluster that apparently, my sister didn't even mention it.
Anyway, I prefer Pokemon Mystery Dungeon Blue because Pokemon Mystery Dungeon Explorers of Darkness made a few tweaks I did not appreciate. First, the Kangaskan Storage is limited, which I don't understand why Chunsoft decided to do this; it's not as if the storage broke the game. Second, there are a lot of dethroning moments of fail moments involving the Wigglytuff Guild. Team Skull needs to be thrown off a cliff. Third, they added this game mechanic that separates Pokemon into IQ groups, which means that your favorite Pokemon may not have traits including incredibly-useful-and-almost-necessary Trap Seer. Fourth, they ditched Friend Areas in favor of a lazy Chimecho roll call, which makes me wonder where all your recruits go. Finally, even at post-game, you cannot play as any other Pokemon other than your starters outside dungeons, which I feel, may be minor, but still irks me.
The second game does not remedy the problems the first game has including eliminating the incredibly-cheap PP-zero traps and removing the useless gamplay mechanic, hunger.