I've got MGS4 but only played for just over an hour, so I can't really comment although it seems like it wants you to play it as more of a shooter than the others.
Metal Gear Solid: Tactical Espionage Action
I think this game has to be played as a pure stealth game because you die so quickly and the enemies weapons seem so powerful, my favourite parts all came after the second battle with Sniper Wolf though when you need to insert the second disk, really great game
Metal Gear Solid 2: Sons of Liberty
I just stealthed all the way through that, rarely killed any guards and mostly used the knockout pistol if there was a guard I couldn't creep past
Metal Gear Solid 3: Snake Eater
Ahh, I just pretended that I was Rambo in this game. Used my camo to hide in the forests and then crept out from behind rocks, logs and trees to grab my enemies before slipping back behind cover again. I loved throwing the poisonous animals at the guards and then watch them freak out at the sight of this king cobra hissing at them.
One thing that I don't really 'get' in the Metal Gear Solid games is why does your character always seem to wield your **** weapon in the cutscenes? Snake always has the pistol out on cutscenes for the first game, Raiden always has the handgun out for scenes in the second game and in the third you always seem to be holding the knife and pistol regardless of if you have a shotgun, grenade launcher, M60 or what... Weird.