Just play them in order. Keep in mind X is just a revamped 2, with a few tweaks such as less slowdown, graphical changes, additional weapons, and different boss placement. That said, there are many who still prefer 2 over X, so do your research on which one to play, or just try out both and decide for yourself. 3 is a bit overrated, as it becomes a bit of a slog in the final stage, especially without a buddy, but still an action-filled, visual marvel. 4 is the weakest and least creative of the series, as it was the first Metal Slug game not developed by Nazca, but still might be worth your time if you're a fan of run n guns.