SH2 and Homecoming are the only ones I actually finished. SH1 I lost my copy of and never replaced, SH3 always crashed near the end (PC version), and The Room just didn't do it for me after the first half. Origins I never even played.
Despite all of that, SH remains my favorite franchise ever. Even when I'm not playing/replaying one of them, I constantly listen to the soundtracks.