My preference:
MGS 3 (Snake Eater being my first game on PS2 and blowing me away completely with those cinematics. Need an Ocelot from Lim!)
MGS 1 (Agree with shadow_wolf, need SM Solid, Liquid & Cy Ninja)
MGS 4 (somebody for the love of MGS make a 1/6 old snake, I beg ya lol)
MGS GZ / PW
MGS...