Okay, OVA1 takes place before the story starts when Ed and Al are on their journey. Sometime between them being 12-14 I guess.
OVA2 takes place before the story starts also. And probably before OVA1. Sometime early in Ed and Al's journey because Ed mentions "As soon as we decide to leave for good we have to go back right away."
OVA3 takes place long before OVA1 or OVA2 and before Ed and Al even mattered much at all (possibly not even born yet)
You can watch them at anytime you want. But OVA2 does make a scene in episode 39 a little more signifigant (I don't know why deet-tastic
said episode 2