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Eventually I'm planning to play through the series in order, and reading Wikipedia I saw that both Worlds of Ultima games and Ultima Underworld 1 are between 6 and 7 of the main series. Obviously the WoU 2 is after 1, but where does UU 1 fit in there? Does it even matter?
The chronology of the secondary games doesn't really matter, because they're barely referenced in the mainline games, especially so with WoU.

The events of UU2 are mentioned pretty prominently in U7SI (since it's between U7BG and U7SI), but not to the point that it'd make playing the game mystifying or would spoil the game if you haven't played it yet.

I don't think not playing UU1 gives you any real trouble with U7BG or onward either.

I'd recommend starting straight away with either U6 or U7BG, because they're technically excellent and probably least intimidating to newcomers, at least compared to the earliest parts that are not really that complex as games. U4 and U5 once you've got guts. U1-3 if you've got determination. There just won't be huge spoilers if you start with latter parts.
Okay, I thought that might be the case. I'm planning on starting with 4 and just working my way up. Thanks.
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kodeen: Eventually I'm planning to play through the series in order, and reading Wikipedia I saw that both Worlds of Ultima games and Ultima Underworld 1 are between 6 and 7 of the main series. Obviously the WoU 2 is after 1, but where does UU 1 fit in there? Does it even matter?
I think I'd put UU 1 right after U6 and before both WoU games. As wwwwolf said though, it's not all that important to the continuity so feel free to put it where it feels right for you (maybe between the WoU games even?)
Chronologically, the Worlds of Ultima games (Savage Empire and Martian Dreams) take place sometime between Ultima 6 and Ultima 7, but their placement isn't clearly defined beyond that.

Ultima Underworld 1 also takes place sometime between Ultima 6 and Ultima 7. That the Avatar goes unrecognized suggests that it's probably closer to Ultima 7 than Ultima 6 in terms of the timeline, but again, the exact placement is never clearly defined.

Ultima Underworld 2 takes place exactly one year after the conclusion of Ultima 7, since the celebration marks the one-year anniversary of the destruction of the Black Gate. This puts it approximately six months before the opening of Ultima 7 part 2, which takes place 18 months after the conclusion of Ultima 7.
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Garran: ... That the Avatar goes unrecognized suggests that it's probably closer to Ultima 7 than Ultima 6 in terms of the timeline, but again, the exact placement is never clearly defined.

...
In that case, I'd probably put it between the WoU games simply to avoid playing three games in a row with the same engine... :)
As others suggested, Ultima Underworld and the Worlds of Ultima games are almost irrelevant compared to the main games.

Strangely, Underworld II is important.

Underworld II plotwise has no relation with Underworld I but is clearly plot dependent on Ultima VII and the events are also referenced in Ultima VII part 2.

So, for Ultima story purposes you only need to play ..., Ultima 6, Ultima 7, Underworld 2, Ultima 7 part II, etc... and can safely ignore Underworld I and both Worlds of Ultima.

If you want to play them all, others have given you good gameplay orders.

From memory, Underworld I and the Worlds of Ultima games never happened as far as anybody mentioning anything in the later Ultimas. (I never got the chance to ask Shamino what he thought of Mars, for example, and the characters of Underworld I seem to exist only for the purpose of that game)
The events of Underworld 1 are mentioned in Underworld 2 (both in the manual and by at least one of the NPCs). I don't remember whether there are any direct references in Ultima 7, though.