Only played 1 and 2 and was huge fans of both. Missed the phoenix's of 1 when 2 came around, but 2 was to me an absolutely perfect game. The random map generator was ridiculously varied and powerful and gave it truly infinite replayability.
I heard one negative thing after another about the subsequent entries from long-time players of the first two games, so I skipped them.
#2 is one of the games I would most like to see here on GOG. The poster that went with the game was hugely helpful too in getting through the build orders and variations, and if they ever bring that game to us here on GOG, I hope they make the effort to include it. I referred to it a lot when playing. #2 was basically unlimited fun until you just got too sick of playing any game to play any more no matter how good it was.