Oh yeah the SNES/Genesis generation was Big for series with tons of sequels, you could pretty much start anywhere. I know I played the second Sonic, Shining Force and Streets of Rage before the first entries.
More recently I played FEAR 2 and Killzone 2 before their first entries. The only positive of going back to try Killzone 1 was that it made me appreciate what an enormous leap the second game was. The first was an instance of a team's vision being absolutely crippled by the hardware.