I read them in English. The translations are great and I'm pretty sure he vetted them carefully. IIRC, his son did some of them, in between being an opera singer.
My favorite was Luzhin's Defense, about a chess master who goes mad. But I liked all of them, including Despair, Glory, and Invitation to a Beheading. Invitation to a Beheading is unusual, sort of phantasmagoric—a bit like Kafka at his most dreamlike. If you like movies that play games with "what is real", it's in that spirit.
The first two English novels Sebastian Knight and Bend Sinister are very much in the style of his Russian novels. But the language of the Russian novels is lush rather than brittle, and this comes out even in the translations.
My impression of Nabokov is that he was inwardly a romantic and even a sentimentalist, but was conflicted about that and so wrapped it in many layers of cleverness. For me, the cleverness and self-reference get to be too much in the later work. He's at his best when the clever side and the romantic side are equally matched and the tension between them has the most energy. People say the sentimental side comes through more strongly in his memoir (Speak, Memory) but I haven't read that one.