The edition suiting your needs depends on many factors. Do you just need a one for all solution that is a good compromise between academic usability and remarks? Do you need a good basis for in-depth academic work? Or do you need a discussion of contemporary literature and a lot of references and explanatory work?
I will go into detail for all three of them.
Regarding the answer of @MarkH. (one for all type)
Seconded on Meiner, at least for the second and third critique. The first critique (at least in my 1998 edition) lacks remarks/end notes, but all for them have a good subject index. Especially the third critique's remarks are excellent, though. For CPR, I recommend reading commentaries alongside. A reasonably complete and comprehensible critical edition would go into the thousands of pages.
Weischedel's edition in Suhrkamp is good enough and relatively cheap, but it is outdated and not good for citation imho.
An often overseen alternative
As for citation, there is an online version of the Akademie-Ausgabe. It even has a full-text search available and is a perfect complement for the one for all editions. But for more extensive work on Kant, it does not suffice in the sense that immediate reading of whole arguments and arcs and writing down the exact reference (including line) is not exactly comfortable when being forced to read from a screen and change the page per click.
Regarding in-depth academic work
At some point, when dealing with Kant academically, it is worth considering the purchase of Kant's Gesammelte Schriften in the Akademie-Ausgabe. Walter DeGruyter has on-demand printing available. The three critiques are volumes III-V.
The special advantage here is that the text of A and B edition (until they are identical) of CPR are printed completely seperately. The main disadvantage is that they are photocopies of the original edition 1900ff., which means they are written in (the old) German type and you may have to become used to reading this first.
There are some remarks of the original editioners, but they are not exactly voluminuous. This edition is the very basis of any academic work on Kant rather than something build upon it like you seem to look for.
Additionally, Kant's reflections on the topic from different periods can be found in the volumes XVII-XIX.
Regarding contemporary literature and explanatory remarks
Both cannot be found in the critical editions mentioned above. This is the task of commentaries and introductions. Here, it may in fact be worth looking into English commentaries. They discuss both German and English literature and tend to be more recent.
But I think questions on good commentaries on the respective critiques can either be already found (CPR here and CPoJ here) or should be asked seperately.
Addendum as per comment
The Suhrkamp edition of Georg Mohr consists of all three volumes, they are not sold seperately as it seems. The first two volumes contain the works themselves (in that case, only the first critique and some other texts), the third the commentary. This review says the commentary is quite comprehensive and open to non-academic readers as well.
It seems to be worth a look for a first understanding of the text and seminar work, but I'd say that for more academic work (essays, papers, dissertations), it may not be recent and extensive enough.