For me the Metro Series as a whole, has been one of my most favorite games up there with Half Life, and Dishonored.

Metro 2033 and other entries in the series have great gameplay and an very immersive worlds, I've put hundreds of hours into the series and see myself coming back for more playthroughs every year. If its your first playthrough, I wouldn't recommend Ranger Hardcore for it, unless you're confident in your ablilties.

Though there are some bugs in the first two games, random crashes at times; It's not unplayable however, but they happen not often as for in a single playthrough you're unlikely to run into these issues.
On Ranger Hardcore, there is a UI bug that doesn't show your throwables when you switch them with tab, with only an audio cue that will tell you which you have selected; However this is manageable if you've familiarized yourself with them on previous sittings. On Exodus this has been majorly fixed and it doesn't have this problem.
In Last Light, there is a bug where in after/during the level Bandits you loose all ability to do take downs, which heavily makes trying to get the good ending of the game difficult in later levels.

If you're a fan of 2033 and Last light and haven't given Exodus a try because of the drift to Open World; I highly recommend you give it a try, as it doesn't feel out of place. Exodus has become one of my favorite games in the series.
With the added crafting mechanic, expanded weapon systems, and various other elements. It has a great story and the DLC's for it are great, my favorite out of the two being Sam's Story.
I have yet to give Ironmode(NG+) mode a try yet, as I don't have my old saves, but I'll update my opinion on that when I get a chance.

Overall, if you're a returning fan, a fan of games like Dishonored, Half Life, Stalker, and other FPS's, or hesitant; I highly recommend this game series to you, it's truly one of my favorite series out there. So next time you its on sale, I recommend you pick up the series!