Unreal (aka Unreal Gold) is a beautiful yet underrated first person adventure game from 1998. This is what this website is mostly about.

Unreal II is an okay game on its own, but has none of the charm of the original.

Unreal Tournament (aka UT99) is widely considered great, but the Tournament games are a different genre aimed at a different audience. Unreal games are story/exploration/adventure-driven, where you're alone against an unknown alien world. Tournament games in meanwhile are sport-like arena shooters, where people fight against people in an organized way. So they have a different feel.

UT2004 is pretty much UT2003 but better and more complete in almost every way, besides a few details like the menu music (replaced with a lamer one) and the LavaGiant map.

UT3, while the most technically advanced, is often considered visually ugly, with its story being overly "edgy", or taking itself too seriously unlike the rest of games. To the point that it was even mentioned here. It has a cool editor though.

There's also a cancelled UT4, but I'm not sure what's its playability condition and have no experience with it.