Ok so the port quality of the PS4 version is... not the best. I don't know if this also happens in the PS2 version, but there is like half a second of input lag that kind of takes you out of the game. As for the games themselves, here are my opinions:
Metal Slug - it gets extra points for being the first game, but if you compare it to its sequels it's easily the worst.
Metal Slug 2 - a vast improvement over the first one, the levels are more memorable (except for the last one that kinda sucks) and there's a lot of new stuff that became staples of the series. Also the twist of having supernatural and alien enemies is freaking awesome, I love me some Mars people.
Metal Slug X - basically the same as MS2 but with some minor improvements and different level layouts. It spoils the Martians stuff literally in the first second, but if you don't care about that just play this version.
Metal Slug 3 - I'm a bigger fan of the supernatural side of Metal Slug than the military one, so this one is obviously my favorite. Mission 3 is a bit lackluster and Mission 4's second half is... kinda racist, but the second and final levels are freaking perfect, and playing as a zombie is awesome, so it's all mostly forgiven.
Metal Slug 4 - this game sure exists! I like the weird twist at the end and you can turn into a monke, but this one has so few memorable things that I honestly think it's on the same level as the first one.
Metal Slug 5 - I know I've said that I prefer more supernatural Metal Slugs, but I love the weird terrorists and cults stuff in this game. It's fun but I feel like the best mission is the first one, so everything else feels lesser in comparison.
Metal Slug 6 - it's the second best one, although I wish it kept the sound clips and the sprite backgrounds from the other games, as it feels kind of soulless because of it. Also the only reason why this has a difficulty setting is to hide the final mission and that's dumb as fuck.
Metal Slug - it gets extra points for being the first game, but if you compare it to its sequels it's easily the worst.
Metal Slug 2 - a vast improvement over the first one, the levels are more memorable (except for the last one that kinda sucks) and there's a lot of new stuff that became staples of the series. Also the twist of having supernatural and alien enemies is freaking awesome, I love me some Mars people.
Metal Slug X - basically the same as MS2 but with some minor improvements and different level layouts. It spoils the Martians stuff literally in the first second, but if you don't care about that just play this version.
Metal Slug 3 - I'm a bigger fan of the supernatural side of Metal Slug than the military one, so this one is obviously my favorite. Mission 3 is a bit lackluster and Mission 4's second half is... kinda racist, but the second and final levels are freaking perfect, and playing as a zombie is awesome, so it's all mostly forgiven.
Metal Slug 4 - this game sure exists! I like the weird twist at the end and you can turn into a monke, but this one has so few memorable things that I honestly think it's on the same level as the first one.
Metal Slug 5 - I know I've said that I prefer more supernatural Metal Slugs, but I love the weird terrorists and cults stuff in this game. It's fun but I feel like the best mission is the first one, so everything else feels lesser in comparison.
Metal Slug 6 - it's the second best one, although I wish it kept the sound clips and the sprite backgrounds from the other games, as it feels kind of soulless because of it. Also the only reason why this has a difficulty setting is to hide the final mission and that's dumb as fuck.