Super Metroid is the best. Followed by Prime. Those two are honestly some of the most amazing games ever. From there you can't really go too wrong, they're all good. However, here are some controversial opinions I have.
Metroid 2 is stellar. It's honestly not hard to figure out where to go-- there is a huge main shaft, and whenever the lava lowers you go to the next sector which isn't that enormous, check how many Metroids are left, kill them and repeat. It's honestly a pretty straightforward game which gets knocked for all the wrong reasons.
Metroid Zero Mission honestly isn't very good. It tries to turn the original Metroid into Super Metroid, and for the most part it succeeds with the exception of two MAJOR things. Slight MZM spoilers
1- Chozodia is a f***ing wreck. Stealth is fine, whatever, but the level design is absolutely atrocious. Furthermore, the final boss is unanimously regarded as insanely idiotic.
2- Backtracking for power ups. This sounds kinda stupid, but take Super Metroid for example-- you can get every power up in that game along the way. You can pick up everything in a very nice path with nearly no backtracking. In Zero Mission, once in Chozodia and you get your final power up, congrats, instead of picking up the rest of the powerups on the way to the boss you get to backtrack all over Zebes. Furthermore, a more personal complaint of mine which may be controversial, I don't particularly care for pulling off tricky maneuvers to get powerups. I don't want to shinespark here and there and all over the place to get powerups. Reward me for exploring, be clever about the placement, not your technical skills.
End MZM spoilers
Metroid Fusion is more of a survival horror game. It's great. It has some of the problems with MZM such as being unable to collect all the powerups in one fell swoop without running all over the place when you could just finish the game as well as powerups which require tricky maneuvers, but the game never set out to be Super Metroid. It feels entirely different and is it's own beast. Like I said before, it's essentially a 2d survival horror game with a Metroid coat over it.
--
Notyou