I suggest starting with Super Metroid on the Snes and then Metroid Prime on the Gamecube straight after that. This will show you various things. First you'll recognise what all there is to love about Metroid. How the games open up, how they teach you stuff, how everything works. And you'll also recognize what a fucking fine job Retro studios did when they transported all these good things into 3D.
After these two masterpieces, you can elaborate further on the 2D or the 3D side of games either way. The other two Prime games are very good as well and should be played consequentually. While the first Metroid is a game that you should play if you really want to know the series' roots. It's very difficult and archaic. It goes to show why Super Metroid became the best game of all time. If you don't have the patience to go through the frst Metroid, pick up the GBA remake instead, Metroid Zero Mission. Then you might want to play Metroid II on the Gameboy. Again, it's very difficult and archaic. Be patient.
What's left is Other M and Fusion. Play Other M first. It wants to tell too much story where it should rather just shut up and some design decisions are extremely stupid, but nevertheless it has quite some flair. Now you can play Fusion which is excellent.
If you like the series till now, you might even want to try that pinball game and Hunters on the DS.
You don't need Federation Force unless you are desparate for more Metroid in your life.
