I consider the first two films in the series nothing less than classics.
Alien is pretty much the film to beat when it comes to sci-fi/horror. It's tense, creepy, skillfully directed, flawlessly performed -- truly excellent.
Aliens is one of my favourite films ever (incidentally, it also has a score of 100% on Rotten Tomatoes). It's more sci-fi action than sci-fi horror, but everything that made the first one great works just as well here. The movie is a total blast, but it has a lot of heart as well -- plus, I find it extremely quotable.
Alien 3 is criminally underrated by a lot of people. Yeah, it kind of shits all over the end of
Aliens, but once you get past that, there's a lot to admire here, especially considering everything Fincher had to endure from the studio while he was making the film. I'll admit there's some very uneven effects work, and the climax is somewhat confusing and overlong, but ultimately I find this one to be haunting, poignant, and wonderfully atmospheric.
Alien Resurrection -- ughh. Completely unnecessary, and while it has a few memorable moments, it largely does not work as a film. It also feels very awkwardly out of place withing the series as a whole. Shouldn't have been made, IMO.
I'd also suggest avoiding the
AvP films, unless you're in an "I'm drunk and think it would be fun to watch some bad movies" sort of mood.