Some of you guys are insane. No one mentions Vampire Killer for MSX? It’s literally the first Castlevania ever, and the NES is actually a “port” (most likely made along side the MSX version, but obvious many things were not carried over, MSX had more hardware to work with) with lesser quality graphics but superior scrolling which Vampire Killer did not have. Vampire Killer introduced the sub-sub-weapons like the Shield which was an idea carried over to Simon’s Quest.
Vampire Killer and Simon’s Quest are both must plays. So is Castlevania and Dracula’s Curse.
Castlevania 4 is also a must play but the problem with it is that after the NES games it’s pretty much territory you’ve been to before. It’s a remake of Castlevania 1 that was called 4 in name only. It’s a great game though and it’s really long for the type of game it is. You can spend a lot of time enjoying the game. It also has one of the best sound tracks in the series.
All the above games are mostly better played with Japanese ROM’s and translation patches. You get none of the censorship and more accurate details. All of the above are MUST PLAYS if you want to get into the series.
After you’ve done that, Rondo of Blood is a great game though a bit over rated. I was really let down with it because everyone said it was so amazing. IMO this is the first game that started to get a bit towards the silly although Symphony took it back to a bit more mature.
Dracula XX on SNES is actually a much harder game, it has a more classic Castlevania feel as you progress through it because the progression is pretty slow. The color palette is a bit nicer so things like Richter’s skin isn’t orange like in the PC Duo version of Rondo. Rondo is over all the better game, it does a lot of things XX can’t and throws tons of shit at you. It’s a good idea to play both to get a taste of both and see the pro’s and con’s of each.
Symphony was a game that went back to the Vampire Killer and Simon’s Quest roots. I hate when people call this shit metroidvania because the exploration aspect was a huge part of the roots of Castlevania and not exclusive to Metroid. Anyway, it’s a fantastic game that should be played. Many will call it the best Castlevania but it’s actually only the best of that TYPE of Castlevania.
Harmony of Dissonance is the next best of that type of Castlevania, actually, because it’s a bit more Castlevania than Symphony is. It goes back to being a Belmont and focuses on using sub-weapons and modifying the whip which is the main weapon in the game. It’s really fast paced too and has a ton of boss fights. People will really disagree with this, but HoD is as true to Castlevania as the adventure style gets.
The 2 GameBoy games, the Adventure games, are fun, but extremely slow paced. They have the best chiptune soundtracks in the series though and you should at least listen to them if you pass on playing them.
The rest of the GBA and DS games like Circle of the Moon (not a very fun game and takes focus away from many Castlevania elements) and then the Sorrow series (start of all the stupid anime crap and ridiculous plotlines) are passable. They’re ok games but they don’t stray much from SotN. Many of the levels are similar themed (pretty much all of them) and once you play them you’ll feel way too familiar with them. Portrait of Ruin probably is the most unique but the game is over all terrible. Ecclesia is ok, but nothing special. The problem with these games is that they never tried to do much new with the series and progressively get worse although Order of Ecclesia was probably the strongest out of them. The stories were extremely predictable and became too formulaic, and the games themselves were also weak so you don’t have much to keep you going.
Then you have the 3D games. The N64 games offer good atmosphere up to the end of the first third of the game. The upgraded “sequel” had pros and cons to it over the original. Again, one of the issues was plot. It strayed too far from Castlevania and caused the over all story to splinter which other games in the future had to address or simply ignore. On top of that they weren’t great games but they were playable to a degree.
Then you had Lament of Innocence, which is a pretty cool action game for the first 45 mins you play it. However, it has an enormous flaw of level design. They’re repetitive, to the point rooms are simply cut and paste with cut and paste hallways between them. The action is really good though and some of the combos you can do are satisfying and fun! But that doesn’t make up for a mediocre game. Good soundtrack and some cool character designs, none of the anime crap from the hand-helds as this was pre-Sorrow. There is really no reason to play this game 
You can watch all the cut scenes on youtube if you feel you must know the story and listen to the soundtrack via other means and look at the art via other means.
Curse of Darkness is also a horrendous game. It’s like a Pokemon Weapon smithing game and that aspect is really good, but, but but but but but BUT!!! Everything that was wrong with Lament was multiplied by 9000. While Lament had short copy paste corridors and small rooms for battle, Curse goes and makes these REALLY LONG corridors and you run very slow! Progress is horrible in this game! The combo system was also dumbed down from Lament, the background textures are actually worse than Lament, the character animations are ALSO WORSE than Lament, however, the character textures have been increased a good degree and most of the monsters look fairly good. Some of the boss battles are really kick ass (but Lament also had some pretty cool boss battles, though much fewer) however they do not make up for the shitty ass game you have to drudge through. The first time you play it you can ignore most of the flaws because you’re so focused on raising familiars and upgrading weapons, but the 2nd time? It’s terrible. The story also is formulaic and predictable because it still used the same formula from SotN! That same formula that was used in CotM, HoD (to a degree) Aria of Sorrow, Dawn of Sorrow, Order of Ecclesia, and I’m sure a few others that I can’t remember. The game has amazing art, interesting character designs, and a great soundtrack, good voice acting, but those do not make up for the shit game.
Then there is Lords of Shadow. Lords of Shadow did a lot of things right. For one, it was a reboot, so it no longer had to address the huge and stupid plot holes, plot splinters, and all around stupidity the series started to get to towards the end of the Iga vs KCEN era. So it’s a fresh start. It still pays plenty of homage to the games that are MUST PLAY from the 8 bit days to some of the later stuff. The battle system is more akin to stuff from Lament although the whip play isn’t as cool (I don’t know who did the whip animations in Lament but that guy’s a genius bastard if I must say so!) and the theme is far more mature than the shit that was started in Aria of Sorrow. The game itself is also a throw back to the days of yore and classic Castlevania. You’re a Belmont, you use a whip, you travel from level to level and go from start to finish, you get sub-weapons, and so on. It does have elements of Simon’s Quest though because you can find upgrades and then revisit other areas. The music is more akin to Super Castlevania than the more rock style stuff in the other games. It finally brings Castlevania to a focused timeline instead of the splintered timeline the older games had. I don’t understand how people can say it isn’t Castlevania like and say they loved the old games because it has every element of the original 8 and 16 bit games. Funny enough some of those same people say they love the games on DS which are so not Castlevania, especially thematically and with the terrible animu art that was never a part of the more mature art style of the older games.
You can watch all the cut scenes on youtube if you feel you must know the story and listen to the soundtrack via other means and look at the art via other means.