Oh? I've only actually played 3 so I have no reference to 2 and what the differences are

Absolutely. All of the expansions are good, but especially the ones that add extra masteries (classes).

All of them, honestly.

The Crucible is the weakest - it's just an arena mode, but it's got a lot of utility for speed leveling new characters + some QoL for existing ones.

Ashes of Malmouth is the direct continuation of the base game's story, adds Necromancer and Inquisitor which are both very well-loved masteries, and you need it for Forgotten Gods anyway. The zones are a bit meh - great overall mood but you spend a lot of time in cramped corridors.

Forgotten Gods adds Oathkeeper (very fun) and tons of huge new zones with a refreshingly different vibe to the rest of the game. And you can go to this expansion's zones from the start! (Except that you probably shouldn't on your first playthrough, you'd get destroyed and you probably want to focus on the main story anyway.)

I'd wait for a sale and get them all if you like this genre, or just base game + AoM if you just want to give it a shot (and technically you could hold off on AoM until you're close to the end of the campaign).

i only played a little of both. i like titan quest for the story and mythology, but grim dawn seems more refined and modern, it's actually by the SAME team (today i learned)!

I enjoyed Titan Quest more, but that may be down to the less grimdark aesthetics. Gameplay wise they’re both fine hack ‘n’ slashes.

Haven't played it. My progression was Diablo 2 -> Torchlight 1 and 2 -> Grim Dawn