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The entire series pretty much encapsulates the ideas that peace through deterrence is a pipe dream, and that war is essentially business.
MGS1 also provided some commentary on genetic determinism, and moral relativism
MGS2 provides a beautiful commentary on information control and memetics in general
MGS3 was pretty much just a love letter to old James Bond flicks, and the history of communist/USSR policy-- its biggest message is that nothing lasts forever, and everything changes, regardless of if you want it to or not.
MGS 4 is about war as a business, and how one's outlook, ideology, perspective, dies with with them, and is 'lost' as its passed onto the next generation.
MGS 5 is about revenge, and pain-- how these things can drive you, and corrupt you, while ultimately leaving you feeling hollow despite it all. It's about how entire groups, or races, can inherit your pain and vendetta.
I think everyone should play MGS2, its message, especially near the end, is frighteningly relevant right now.
But overall, I'd play MGS1 & 2, and if you want more, go for 3. If you still want more, go for Peacewalker... Then if you still can't get enough, finish up with 4 & 5
