Baldur's Gate Dark Alliance was a stellar game. It really came out of nowhere to become one of my favorite PS2 titles, as I also prefer the action RPG's. I was a little disappointed that Snowblind would not be working on BGDA2, but as it turned out, Champions of Norrath was a killer game. The online aspect needed some work though. Return to Arms is also great, but there are still some online flaws.
You can no longer import characters to the online game at will. This is to prevent abuse of the import feature, as lots of players were duplicating rare items and gold in this manner. So you basically have to have an offline and a seperate online character as far as I can tell. Also, you can't play online in a game by yourself, the game requires you to have one other person to play online.
BTW, there's probably no need to play BGDA first, as the story in that one is completely unrelated to Champions of Norrath.