Silent Hill 2 & 3 are still viewed upon as two of the greatest survival horror experiences ever made. If you haven't played any of them, I would strongly recommend playing them before trying Downpour (or any of the other SH games not made by Team Silent).
Silent Hill 2 without a doubt, has the best story. It's really creepy, and as the story unravels when you go through the game, you start seeing just how well put together the plot is. The atmosphere and music is so well-made, and you go through the entire game with a general feeling of unease. The game doesn't rely on cheap scares and "jump-moments" to creep you out, but with atmosphere, and underlined themes such as rape, incest, molestation, murder and psychosis. Themes that have never been touched upon again by any game (at least to my knowledge).
Silent Hill 3 is a bit weaker in the story department, but excels at one thing extremely well: the visuals. It's just so disturbingly twisted and visually warped compared to anything you've ever seen. Heather's decent into the bowels of madness is a very different experience compared to SH2, but yet very familiar in terms of gameplay mechanics and style. The Alternate Hospital is one of the creepiest places I've ever visited in a videogame, and it is just completely out of this world.
Here's an example:
A lot of complaints have been adressed towards the HD Collection, but it's nowhere near as bad as some make it out to be. I've played through SH2 4 times now, and the only bothersome bugs I've encountered were slight slowdowns when achievements are unlocked, and a few minor audio glitches (audio looping and varying in samplerate). I haven't gotten around to playing SH3 yet, but I can't imagine it being very different from SH2 in terms of bugs and problems. It's nothing gamebreaking, and you shouldn't let these minor problems scare you away from experiencing these amazing games!