Silent Hill 1: when compared with Resident Evil 1, I always liked RE more than SH1. It was scarier and seemed harder IMO. The dialog and story were awful in both, but the puzzles in SH were more challenging. I'll be honest, I played the game pretty late, but my impression after finishing SH1 was "meh".
Silent Hill 2: this one is a masterpiece. I loved every moment of it and it's one of the rare games that made me play through it multiple times to get all the endings (the only other game I think being Chrono Trigger). I loved the story, the atmosphere and I even liked the voice acting (I always thought James was voiced properly since I did imagine him as someone with the social intelligence of a lime). I'd even go so far as calling this one of the best games of all time (or at least put it in the top 10).
Silent Hill 3: step back from SH2 and I'm sad that they didn't do another independent story, but rather a sequel to SH1. It was also a downer for having only 2 endings (not counting the joke one), but I liked Heather being genre savvy as well as having the biggest oh shit moment in the series.
Silent Hill 4: I hated this one so bloody much. It's the only Silent Hill I didn't bother finishing. I don't care that the story is "deep", the player character was so boring and seemed like he didn't have a reason to live. The combat was ugh and the gameplay in general was like playing curling on asphalt after 20 shots of Jäger. (And the ghosts weren't scary, they were annoying.)
Silent Hill - Homecoming: boo-hoo, the Americans took my Japanese horror atmosphere. This one, honestly, wasn't bad. I think I had around the same amount of fun as with Silent Hill 3, but maybe I'd rank up SH3 a bit higher. My only beef with it was that the combat was kinda broken (sometimes the nurses don't hit you, and sometimes they mutilate you for no apparent reason), that it took its twist from SH2 and that Pyramid Head was such fan wank in it. Didn't bother getting all the endings though, just got the happy joyous one and looked up the other ones on Youtube.
Silent Hill Shattered Memories: ...eh. It wasn't one bit scary, the "puzzles" were easier than the ones in Resident Evil 2 and it seemed like a very long "interactive storytelling experience" that should have been posted on Newgrounds. I'm really indifferent towards it. Might be an ok game, but as a Silent Hill, it pretty much fails.
Haven't played Origins or Arcade, but I'm interested in what the new SH will do.
Oh, and does ANYONE know what the "There was a hole here, but it's gone now" means?