In certain aspects, the series undoubtedly improves with each title albeit at the expense of the balance of overall gameplay. For me, PES3 was the pinnacle of the series in terms of gameplay balance. PES3 was the game that inspired the once monthly big tourneys between mates whereby we would have two groups of four in two rooms playing it out in a champions league style format with the semi-s and the grand final played in the front room with everyone watching. It was £5 per head entry and the winner took all (most) runner up got his fiver back. Great times were had. Then PES 4 came along and the sharks amongst us soon figured out that there were certain ways of trying to socre which paid great dividends such as the lob shots and of course PES4 saw the inception of the dreaded cut-back. The new found abundance of lame goals totally cheapened and hugely soured the tone of our little video soccer tourney get togethers. Our tourneys on PES 4 lasted till about Jan 2005 whereby they were disbanded. As a result of the new unimproved uberlame goal scoring methods, our tourneys left everyone wanting to break each others bones and almost caused a fight or two. For me, PES has never really recovered from PES4.
However, whilst I would state PES3 as being the ultimate PES I am well aware that by todays standards it simply would not do and that PES 3 would look and feel utter crap running alongside PES 2009. Despite the misdevelopment of the AI balance and the opening up of certain flaws in the AI which they (konami) simply cannot seem to iron out, the gameplay mechanics have improved vastly since PES's early days. So although I would love to say PES 3 rules over all other PES games. The fact remains that PES 2009 is the one I choose to play.
I'll see if I can borrow a copy of PES3.
But between PES5/PES6 and PES09: for me PES5 and PES6 are miles better -because- PES09 is not Football.
Football is all about Time and Space: I cannot get past the disproportions in Time and Space that I find in PES09. There's just no sense of Timing, you have all the Time in the world to think about whatever it is you're going to do next.
Too much running with the ball... not nearly enough Football Play.
To this I can add that Samuel Eto'o and every other fast player can literally run Circles around your defense... the Game simply doesn't feels like Football.
There are no Player Likenesses, Pace is hugely Overrated, Passing is dreadful -and- a very unrealistic amount of Space and Time.
On the other hand...
When I play PES5 or PES6: this games forced me into thinking faster, and in PES5 you could still contain Fast players... however this all changed with PES6 and PES08 and PES09.
When I play PES5 or PES6: although clearly one-dimensional and out of date, it feels like playing Football. The proportions in Space and Time are more realistic.
But the main flaw is that too many things feel like a "yes" or "no" routine... when I dribble past someone I never feel like I got through because of My Skill as a player, it feels like the COM allowed me to get past.
When I try to dribble past someone and fail; it feels like the COM decided I shouldn't get past... Unlucky I guess.
The Main Flaw is like Shaun7 mentioned; there's no SKILL involved, it's more about whatever the COM decides to do.
And of course...
The AI-Dictated "Momentum Shifts" that are scripted to go against you at some point in the game; this is when your Team's off-the-ball movement turns to shit for no particular reason... you have no control over this and you can only follow the Script.