2 was the bes tin my opinion, and a good number of fans would agree. It's main plot doesn't involve much from the first one, so it's okay as a stand alone game, although you might not understand some things. Not that you would anyway. But 2 is my favorite and the scariest in my opinion.

You must play 1 before 3, as said before. Direct sequal and you won't understand what's going on in 3, otherwise.

4 was okay, but a great dissappointment. I suggest playing it last. It has it's moments, but the story and everything are so off beat from the rest of the series. From what I heard, it wasn't even supposed to be a Silent Hill game in the beginning, but whatever. Play this one last.

In all, it wouldn't hurt to go in order. That way you can see how they progressed, graphically and plot-wise. Might be hard to find 1 in stores though. Might have to go through Amazon or eBay.