>>715344841 (OP)X1: very good start
X2: dash available from the start, but weaker soundtrack and every boss fight is annoying
X3: one of the tougher ones, the ability to affect fortress bosses is nice, but getting the armor parts makes it worse for some reason
X4: two distinct playstyles with their own stories, a definite highlight
X5: excellent soundtrack, tries to end the story but whiffs on everything important, don't play without mods that remove Alia's interruptions
X6: infamously frustrating design, but some people love it for that
X7: just listen to the soundtrack and skip it
X8: a decent recovery from X7, if not quite on the level of the best entries. Man-O-War's stage blows, though.
XTreme and XTreme 2: neither is terrible but both are skippable
Command Mission: it's OK, but not mandatory.