The only one you can play cooperatively is 5, so that's a judgment call on your part. Personally, I'd probably go for the 360 version, as you can read the plots of the first three on Wikipedia, but RE3 DID have the best Mercenaries mode in the series. Very tough call.
Code Veronica was a phenomenal game. I was extremely disappointed in the Mercenaries game, though. The coolest part, when you think you're about to beat the game, you learn you're only half way through.
Well, 5 & 6. I've played through the remakes of the other RE games, but not Code Veronica, but I loved it on the DC. I'm leanIng 360 too.