BG1 and BG2 are both great. If you forced me to choose, I'd say BG2 is better (mostly on the strength of the villain) but both have very good stories. My recommendation would be to start with BG1 and play straight through.
EE is fine. "Seige of Dragonspear" is an "add-in" that Beamdog created fairly recently, and is not part of the original Bhalspawn trilogy (which was BG1, BG2, and BG2: Throne of Bhaal). I don't have an opinion on it because I haven't played it, but the time skip between 1 and 2 is part of the original Baldur's Gate experience.
