I've played all the games except 1 and Origins. My favorite is Silent Hill 2, by and large. The atmosphere and story was just perfect. You had to go through the game and find out why James was there. And Pyramid Head was an unforgettable enemy.

I like Downpour right after that. Murphy Pendleton was a sympathetic hero, there were original ideas, and the free roaming portions were awesome. Silent Hill 3 was a better put together game, but I just felt nothing for Heather or the story.