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I would play them in the order they were released

MG (MSX2) -> MG2:SS (MSX2) -> MGS (PS1) -> MGS2 (PS2) -> MGS3 (PS2) -> MGS:PO (PSP) -> MGS4 (PS3) -> MGS:PW (PSP)

Kojima mostly wrote the story as he went along so playing them in order they were made would probably be the best way to understand what's going on. Honestly, though the story is so complex it requires a lot of playing