The only Resident Evil game I've finished has been RE5 (thanks in large to the co-op) but I've played them all. I get way too freaked out mid-way and no-one wants to keep me company while I play them
I love the series and looking forward to Racoon City
Played number 4 and number 5, quite enjoyed them a lot took a while for me but once you get used to the over the shoulder shooting, it adds to the atmosphere
Just make sure you have a controller for RE4 on PC. KB+M will drive you insane (and it's mega cheap as it's been on rerelease for a while now)
RE5 is epic and last time I checked, BT games had a special on it.