They (the MW series) are all just games.
When it comes to things like games, it's frequently just a matter of taste. The MW series games are just diversions, afterall, whether we call them "sims" or "first person shooters".
In all likelihood, we'll never see a commercial game quite like MW2 again because it came out at a unique time in PC and PC gaming history. Flight sims were still the top end of the game technology demonstrator software in 1995. Besides Descent, a true 3D mainstream FPS hadn't come out yet (Quake) and the best FPSes were still "2.5D" -- 3D levels with 2D sprites. Repomancer himself says that he came from a professional flight sim background, so his very flight-sim-ish engine hit the market at just the right time, right when computers were becoming fast enough to render the more detailed 3D environments necessary for depicting ground combat in an exciting way, and just as consumer-level 3D cards were starting to proliferate.
MW3 is probably more a continuing development, going with the flow of the industry. Good use of 3D acceleration, etc.
MW4, with its multiplayer focus, perhaps was a sign of rapidly growing broadband internet access. Multiplayer was and is the thing that was growing, so it made sense to target it.
So, I guess they all fit into their respective times and offer different things. I still think MW2 > MW3 > MW4, though this is probably a matter of taste. Who knows, maybe MW5 (if it ever happens) could be even better than MW2. It's possible, at least.
Heavy Gear 1, on the other hand, looks cool but the MW2 game engine just isn't suited to the subject. It needs a more FPS-like engine
(which Activision later did for HG2).
You can move sideways (sort of -- it auto-pivots, runs, then pivots back), go prone, do melee combat, etc. in HG2 --