Dark Forces was first then came Dark Forces II: Jedi Knight.
Jedi Knight II came out later and was called Jedi Outcast.
Finally there was Jedi Academy.
The first three followed the tale of Kyle Katarn while JA allows you to make your own character (which is trained by Kyle).
There was an addon or two that were published, but I never played them. Personally, I enjoyed Jedi Academy the most, but then I played it before playing Jedi Outcast.
A neighbor of mine got the LEGO game on PS2 for his kids, I want to play it now, it looks fun.