I have all five games. Myst was difficult but rewarding, Riven was insanely difficult (I resorted to UHS Hints on that one) and Exile was a near perfect level of challenge/frustration.
I played Revelation for a while and enjoyed it, but I'm stuck on the coloured light puzzle. I'll go back and attempt it again soon. I want to finish this one before I go on to End of Ages.
In terms of immersing yourself in an incredible virtual world, relaxing and exploring, you just can't beat the Myst series. For pure adventure games though, I quite enjoyed Syberia I and II, Longest Journey and Grim Fandango. I still want to play Dreamfall.