I see. Well, all of them are best played in IRON MAN mode, meaning one save, and no reloading when something bad happens. Also play superhuman, and you lose soldiers in every mission. It's a lot of fun, though the ship missions in TFTD are hardcore this way. If you get one before you have at least second best armor, you probably won't bring home a single soldier.
Apocalypse is basically like the first two with a few new things. I agree, the art style is a bit strange, but it's cool that your men can go prone and even advance in prone. And later on, there is a lot of advanced stuff like cloaking devices and personal shields. Also, brain suckers and exploding blue pigs are the most annoying opponents you can imagine.
The only problem in Apocalypse is that if you are unlucky, you can get UFO invasions that are simply too hard to beat. It kind of sucks when you lose your whole interceptor fleet in one invasion.