SH 2 - Everything about this game is awesome, and has the best story of all the games IMO. Play this game, love this game
SH 1 / SH 3 - These two are pretty much tied in my book. SH 3 had a really nice updated feel to it compared to SH1 and 2, and the puzzles are insanely challenging in you play on Hard setting.
SH Origins - My only real complain about this game was that I had a huge surplus of weapons by the end of the game, wasn't very difficult to beat at all. Throwable weapons was neat too but they were sort of OP
SH 4 The Room - I thought it was a decent game, but fuck the ghosts. I enjoyed the FPS mode inside the apartment room and how it was always changing, and I liked that there were a lot more items than in previous games
SH Homecoming - This game gets a lot of shit, my only "complaint" is that the combat is too easy and the story is sorta meh.
SH Downpour - buggy as fuck on PS3, claimed to be "open world", yet it was very linear and all the side-missions can be found by just playing the game and taking a few minutes to check your surroundings. IIRC, the whole "enemies are more active when it's raining out" can be avoided pretty easily as well, it didn't add much to the game at all
SH Shattered Memories - This one isn't really Silent Hill, just a different perspective on the story of SH1 with totally different gameplay. Either way, I didn't really like it but I think that's because I went into it expecting typical SH gameplay.