The original Silent Hill trilogy is the only thing worth playing out on PC, however I'm not sure if the games will even run on modern windows and know they ain't on steam.
RE1 HD, RE Revelations and RE4 HD are the best of the RE games available on steam.
Silent Hill 2, 3 and 4 are all playable on PC and are fairly worth playing. SH2 is probably the best overall horror experience I've ever seen, SH3 was slightly more moderate horror-wise, but VERY enjoyable, with a much better main character (imo anyway) and much clearer story. SH4 is... different, I haven't finished it yet as I'm not really sure I like it, but what I can say is not's a bad game by any stretch, just seems to have made some choices along development that don't rub me the right way :P Premise is very nice though.
Silent Hill 1 can be played on PC through emulators and Silent Hill 2 and 3 have pretty good PC ports. If you want a proper Silent Hill experience don't bother with the western developer's games.
Team Silent's Silent Hill 1, 2, and 3 are a must play. If you're still interested try The Room, though the gameplay is a lot more exploration heavy with little to no puzzle solving.
If you're still craving Silent Hill even in its most hammed up fan-service form you can try Homecoming.
Note that Silent Hill 3 is a sequel of Silent Hill 1. SH2 is standalone and isn't related to 1 or 3. Doesn't really matter which order you play them in as long as you play 1 before 3. I'd recommend just playing them in order of release. Also avoid the HD remaster because its absolute garbage.
I find the first game to be my favorite because I find it the most atmospheric and tense. The only significant drawbacks are its 90's faceless PS1 graphics and wooden voice acting.