Silent Hill's 1-3 are the best ones. You can get the original on the Playstation Store if I'm not mistaken.

Personally, I wouldn't recommend the HD Collection if you have a PS2 and can get copies of 2 and 3 for it. The HD Collection had a ton of issues, including things like fog being so poorly done in 2 that it might as well not be there. Some places you could literally see the edges of the levels from the pics I've seen. I know the PS3 version got an update to fix some things, but I don't think the 360 version did. So if you can't get or play the originals, go for the PS3 version at least since it's better than the 360 version.