Don't play Other M unless you hate yourself.
As for the rest.
MP3 would probably be my favorite Prime game if not for the fact that the MPT now let's me play all the games with Wiimote. So MP1 instantly shoots up to #1, MP3 a close second and MP2 a pretty distant third.
Super Metroid is a classic. Pretty much the gold standard for "Metroidvania" games (suck it, SotN). You can't go wrong with this game.
Zero Mission is definitely a necessary update for Metroid. The first one isn't terrible, but it's missing so much stuff that makes Metroid good that I can't help but not recommend it.
I've never played Metroid II, actually, even though I have it on my 3DS.
Fusion gets some hate for tampering with the Metroid formula, but it's still got enough going for it to recommend it. There's some great tense moments (won't spoil what's going on).
Hunters gets a bit of a bad rap. The controls actually work pretty decently, it's just not very fleshed out since it's more about the MP than the SP.
--
TheRock ~ Slow dramatic zoom-pan. Doesn't phase the hooded man.
"You have issues." - MWC. Pot. Kettle.