Hey there,
Good question!
I'd have to go with the Alien series. The first movie was scary as a young child. I mean really scary (Yes my parents allowed me to watch 18's movies as a 10 year old!!
) The second, Aliens is considered one of the top 100 movies of all time, and a particular favourite, I can honestly say I've watched at least a couple of hundred times!! Arguably, no 3 was pants, but I enjoyed it along with Resurrection.
Definitely not putting the Alien v Predator's in amongst the first 4 (of the real story). Although the first one wasn't bad, the second, Requiem - was rubbish.
The first 4 lead back to Prometheus and Covenant, which for me, both were superb and took full advantage of modern CGI. But the main reason I really enjoyed them was because it grew the storyline, although retrospectively.