Hello, I have the entire series, what order of play is the best? to keep the story line straight . [ if there is one ]
Thanks.

First Heretic (first serpent rider D'Sparil), then HeXen (second serpent rider Korax) and then HeXen II (last serpent rider Eidolon). After HeXen II there is also the Portal of Praevus expansion pack which continues the story but unfortunately this expansion pack is not available here on GOG.

Order is not really important because all this 'Serpent Rider' mythology had been thrown-in relatively late and games look like entities from the completely different universums. Lore here is retroactively invented artificial controversible thing just like in DOOM series. And has not much meaning as well.
Gameplay-wise, though, you'd want to play Heretic games before Hexen games and DOS games (Heretic and Hexen + addon) before Windows-based (Hexen II + addon).

O.K. Thanks for the replies, I have been sick and this is the first I have been able to log on here.

Start and finish Deathkings of the Dark Citadel first and you are officially hardcore.