I'm not sure why the plays were put in this order; logically Oedipus the King would be first, followed by Oedipus at Colonus and lastly Antigone - this would take the reader through the reveal in King, which places the next 2 plays in context. But having said that, reading it in this order still had an emotional impact, so not much was lost.
The root situation that causes drama in all three plays is the relationship between Jocasta and Oedipus, which is revealed in Oedipus the King. The reader begins to understand that what happens to them both is the result of a prophecy taking a long, circuitous route to being filled. This is a narrative device that is used fairly frequently these days, but it still resonates and horrifies. I think it gets at the "I did everything right, how could my life have gone so wrong?" line of thought. Colonus is the fallout of King, and shows that despite everything, Oedipus was a powerful and strong person, and that he has developed from his suffering. Antigone builds on the strong female character we see in Colonus, showing that she is willing to defy authority to do what she feels is right. All in all I found this translation to be wonderful, and I really enjoyed reading the plays. Recommended.
One other note: for some reason, I had thought the the Chorus didn't interact with the other characters, and that it functioned more as a narrator, supplying the audience with observations and etc., but not really a part of the on-stage action. I was pleasantly surprised that that was not the case.