Shenmue 2 before Ryo goes to Guilin. Is that chapters 2 and 3?
Not that I didn't like Guilin because I really did; I felt Guilin was a delightful counterpoint to chapters 2 and 3 with its wondrous natural landscapes and beautiful soothing music, but chapters 2 and 3 is where the action is at. Action-packed throughout, it really was thrilling, edge-of-your-seat stuff with not a single dull moment.
If I had to choose just one chapter, then it would have to be chapter 3(the one in Kowloon?).
Wow, just wow. I mean Ryo and Ren's ascension to the 17th floor of the yellow head building is reason alone to choose this epic chapter. That's not even including the street fights, Ryo and Ren's escape while handcuffed, rescuing Joy and Wong etc etc.
By the by, the other chapters are not too bad as well :D
3, for me, is the best "disc," of gaming ever created, with the Yellowhead Building being the best hour (and a bit!) in videogame history; so much variation, so many challenges, so many enemies and different methods of fighting them, Hang-On, (strongly detest using this word but) 2 absolutely EPIC boss battles, with phenomenal cutscenes...
Kowloon for sure.