Which should you play first Sly 3 Honor Among thieves or Kingdom Hearts

That depends if it's what you WANT to play or some other reason why you're asking. If it's just for fun, I would recommend Kingdom Hearts, though Kingdom Hearts 2 is a lot easier because of the camera and controls. But the Kingdom Hearts storyline is good, but it's up to you what you'd want to play, because they have no relevance to each other whatsoever.