Silent Hill 3 is must play horror. 4 is worth playing as well since it's quite different but I'd go with 3 first. It's hands down my favourite in the series.
Silent Hill 3
Silent Hill 4: The Room
Fatal Frame
Amnesia: The Dark Descent
May I make a suggestion (see post)
Reaganomics!
Silent Hill 3 is must play horror. 4 is worth playing as well since it's quite different but I'd go with 3 first. It's hands down my favourite in the series.