I've been playing the Onimusha Series! I never owned Dawn of Dreams (4), so I bought that on eBay.
Onimusha 1 (Genma Onimusha Xbox version): Good, standard gameplay. The Xbox inclusions don't really make it a must-have, so the PS2 version is perfectly fine.
Onimusha 2 (Samurai's Destiny): Good, introduces multiple characters and a form of branching gameplay. Basically you have to suck up to the other characters to be their friend, and the one with the worst betrays you cause he's mad jelly.
Onimusha 3 (Demon Siege): Good, though the change from Jean Reno to [generic american voice] is funny. It's clear the inclusion of Jean Reno was a moneyhat of some kind, his entire character and arc just doesn't really work. He also has a big nose.
Onimusha 4 (Dawn of Dreams): Very jarring gameplay, different from the initial three. You get multiple characters that allow you to access each stages pathways, so it allows you to re-tread levels to unlock items and such. 2 disc game. Has lots of equipment to unlock and level up. Very overwhelming after playing the first three. Still a good game.
Also played Fatal Frame 1 & 2 (Xbox versions):
Fatal Frame is great at atmosphere, but everything else is pretty blah. Fatal Frame 1 is pretty difficult in that there's only so many items in the game, and you can fuck yourself over in the later stages since it gets pretty difficult to fight the ghosts, and if you get hit, practically half your life is gone. I gave up on this.
Fatal Frame 2 is WAY easier compared to the first one. I had a surplus of healing items, and even if you get hit, it takes a sliver of health away.
Both Fatal Frame games have an unlockable ending (though it isn't canon according to the devs) if you complete the game on a harder difficulty.