A THREAD FOR NEWCOMERS!

In order of release:
Original - "The Restoration of Erathia" (RoE) (also re-released in HD)
First expansion - "Armageddon's Blade" (AB)
Second expansion - "The Shadow of Death" (SoD)
All 3 were later released together in the "Complete Collection" (also known as "Platinum").
Mod "In the Wake of Gods" (WoG)
Mod "Horn of the Abyss" (HotA)
And many other less common mods.
For online play, SoD or the "Complete Collection" is recommended, as most players have it. You should also install our "canonical" HD mod: it provides many conveniences and is almost essential for playing.
You can see how many players are playing on each version, for example, at the bottom of http://heroes3.tv/