Eh, I don't know. Max Payne 1 had writing that was pretty basic, but some nice environments, challenging action, BULLITTIME, rewarding little comics that advanced the plot -- even now, it's a fairly effortless game to just pick up and play, more or less from start to finish without even giving a shit. You could have a Die Hard-a-thon going at the same time and sort of watch the movies while you kill dudes. The only annoying section as I recall it was the sort of docks -> boat area, but it was over fairly quickly. Really loved all the 4'th wall breaking easter eggs and all that jazz.
Max Payne 2 was a lot more story focused, but it also had a more fleshed out story, I'd even say better writing in general. Not sure I can count all the different locales in the game, but I remember the fun-house, mob quarters, construction site, police station bits, pent-house-esque something etc. It felt more like a bit of gritty 80's cop noir, whereas MP1 was the definite noir 'parody', and the world consistency really tied the entire package together. Started off with dark humor, introduced romance (at which I winced initially, but when all was said and done it wasn't even all that distasteful) and some sections managed to be downright creepy or add a lot of suspense to the game. Just an overall polished product with surprisingly good writing.
With Wake, my memory gets a lot more fuzzy. I remember you had to explore fairly small environments for counterintuitive entrances or exits, the thermoses and cool TV-show rewards, scavenging for weps in a cave and getting trapped in there by the zombies or whatever, collecting papers -- felt like there was a lot of this collecting shit nonsense and achievements. Occasionally, I'd misunderstand what the game wanted me to do, whether it was another run sequence or fight sequence; I mean, that's how it worked right? Sometimes you had to leg it jumping from lamplight to lamplight, and other times you couldn't progress until all the lumberjacks were dead. Can't recall what the main plot was about even, some ancient evil of the lake which was also his wife or some shit like that? I basically beat the game in two sittings, took in the Twin Peaks homage, and forgot all about it. I'm almost considering giving the expansions a try.