I have Carbon, Hot Pursuit and Shift on my PC.
Underground and Carbon is pretty old.
As for the newish ones, like Shift and Hot Pursuit, it depends what you want in a racing game. If you want track racing, Shift. If you prefer street racing/cop pursuit, Hot Pursuit.
Haven't played Hot Pursuit yet, but I liked Shift enough.
I only like Most Wanted. Didn't enjoy Hot Pursuit but maybe i was playing it wrong cause all i had was intercepting bad guys with my cop car or vice versa with the bad guy car. Are there any other NFS games like Most Wanted?