Among series with more than two games, Uncharted and Metal Gear Solid come to mind. Uncharted probably doesn't need a ton of explaining, but Metal Gear Solid is probably more controversial. Personally I enjoy its story the most, perhaps after MGS1 though. What puts it ahead of MGS1 is everything else though. I also like its gameplay more than e.g. MGS3's, which is a popular favourite. MGS5 might be ahead in many ways in gameplay though, but it's a much more flawed game than MGS2.
For series with only two games, Left 4 Dead comes to mind. I think few would pick the first game over the second, so this one probably doesn't need explanations. Cities: Skylines is a more controversial pick though, because it is very much a flawed game. However, as someone who doesn't play with a ton of mods, the improvements just make it so much more fun to play than the first one.
