The third movie (Patlabor WXIII) is excellent. But I think you have to be patient to enjoy the film - it goes along at a very, very slow pace. To that end it's a significant departure from the earlier films and TV series.
If you enjoy Mamoru Oshii's other films (Urusei Yatsura 2, Ghost in the Shell) I think you'll like the environment that's created in this one, the visuals along with the soundtrack by Kenji Kawai work well together.