Catching Fire is my favorite of the franchise because it really leans into the contrast of how cray cray bananas the Capitol is (in contrast to the rest of the Districts).

But tbh, I think that the first Hunger Games get slept on because it's a bleaker, greyer section of the story, and it does the heavy lifting for the whole series, so that CF can just hit the ground running, in Louboutins and a grenade launcher.