So people are giving really long reviews talking about problems, while I do note that there is a input lag since I used to speedrun these games I must tell, they are not as bad as people make it seem. I also tested launching the game without an internet connection and I was able to play it just fine... So maybe they fixed it.

As for the games:

X1: Great pacing, great design, great power ups and sub weapons (With the exception of the helmet) and great soundtrack. If you buy this collection this is THE GAME you want to play.

X2: A good follow-up for the last game, great stage design, one of my personal favorite armors because of the double shot, does not have as a memorable soundtrack but it is still good. (Also in this game starts the trend of sub weapons being useless for most situations, with some of them only strictly used to get power ups)

X3: Ehhh, let us get this outta the way first, this is the SNES that is why there is the lack of animated cutscenes which gave some charm to this entry. Now... I personally hate X3 because of the little things like the charged shot, how obscure it is with its power ups...
The hyper chips are also a issue, the lack of sense of how some stages "interact" with each other and FORCED BACKTRACKING IF YOU WANT TO GET ALL THE ITENS.

The game sets you up for failure on more than one situation (Like the chips you get from the capsules or how it doesn't even explain you can use Zero and if he dies you lost him for good, did I mention that he gives you another power up for your "buster" if he fights the ONLY boss IN THE ENDGAME THAT HE CAN ENTER THE ROOM in the ENTIRE GAME). Is it good? Kind of. Would you recommend this to a new player in the franchise? No.

X4: For me this game is also the reason why anyone should consider buying this, this game is perfect with the soundtrack, you can finally play as Zero through the entire game. X4 is basically Megaman X, but better.