As others have stated, they
are very different from each other, especially in terms of gameplay. Tunguska is a point and click adventure, lots of inventory and an interesting story (I've played most of this). Dreamfall has a direct control scheme, fantastic story (my opinion) and some stealth and combat, whereas Fahrenheit (I haven't played this) has a very different kind of gameplay that some have found OK and others have found frustrating.
If you haven't read the reviews to get an idea (listed in alphabetical order):
Dreamfall
Indigo Prophecy (in N. America and Fahrenheit in Europe)
Secret Files: Tunguska
