timppu: So you are not a completionist then, huh? Just faking it?
My intention is to start playing the X series starting from the very first game, so of course I personally need to own them all (which I do). One day...
Similarly, I have currently installed the first three Heroes of Might & Magic games, with the intention to start from the first game. The first game seems modern enough so that I don't need to skip it, like I would with e.g. earliest Wizard/Ultima/Might&Magic games, too archaic nowadays.
I tried playing X: Beyond the Frontier, but it's far harder to get into as later games. X2 is nice, but setting up a working economy is a lot of chore. Reunion was ok-ish, I don't remember exactly whether you could build complexes or not, but the Paranid Hyperion was really hard to get and a cool ship :D. Anyway Terran Conflict and Albion Prelude are much better polished so I'd go with them. Actually I would go with Albion Prelude and a mod which enables the Terran Conflict plots if I'd start the game all over again.