I wanted to finally play the series and while the first one is easy to emulate for the PS1 and Origins working pretty well in a PSP emulator I know that the others are available on PC, does anyone has any experience with those games and how they run on modern OSes ?

I played Silent Hill on ePSXe and ran perfectly. I don't remember the exact version and plugins, but the usual setup should suffice.
That's for the PSX version. It was on W7 x64. But I have not noticed any differences on the PSX games I run on W10.

If you want a simple solution (and have a strong enough PC), you could just emulate Silent Hill 2-4 through PCSX2. Running the PC versions of Silent Hill 2-4 isn't as straightforward and will require extra steps on your part. Read these links below to get an idea of what to expect:

Silent Hill 2: [url=http://pcgamingwiki.com/wiki/Silent_Hill_2:_Director%27s_Cut]http://pcgamingwiki.com/wiki/Silent_Hill_2:_Director%27s_Cut[/url]
Silent Hill 3: http://pcgamingwiki.com/wiki/Silent_Hill_3
Silent Hill 4: [url=http://pcgamingwiki.com/wiki/Silent_Hill_4:_The_Room]http://pcgamingwiki.com/wiki/Silent_Hill_4:_The_Room[/url]

Also:
http://www.neogaf.com/forum/showthread.php?t=488899

I bought and played (retail) Silent Hill 2 (the director's cut) a couple of years ago. In Win7 32 bit it ran flawlessly but first I needed to install some fixes and/or patches. I don't remember my problem exactly, sorry.

If I recall correctly the following site helped me through:

https://www.play-old-pc-games.com/2014/02/06/silent-hill-directors/

But yes, after the necessary patches, it ran perfectly.