Nightwork is my favourite one, it's a very strong album. Doesn't have the strings and the diverse range of styles that Death's Design does, it's more of a straight ahead black/thrash album, but with Anders trademark melodic guitar lines (ala Katatonia), and some awesome riffs.
The Phantom Lodge is maybe not as mature an album as the last 2, if you check out Nightwork and like it, then there is plenty of stuff on TPL that you will enjoy, it has some cool stuff on it (I adore Hater

). Get's overly-atmospheric at times (read: boring quiet parts

), but it's not a bad album, I like it.
Haven't got Ravendusk yet, so I can't comment
My advice, work your way backwards, get Nightwork next, if you like that then get the previous one etc