Unreal - Very much worth it. One of the best games ever in many ways. I would recommend it over all the others for single player. It does nearly everything well.
Unreal Tournament - Best Tournament game. Very well polished and has a near limitless number of mods and maps for it. Out of all the games this one has by far the most custom content for it.
Unreal II - A good game in it's own right but not anywhere near the quality of the original. It is not a true sequel but more of a generic, but well designed, shooter. Has some good ideas but not are all implemented well.
Unreal Tournament 2004 - Overall great game and has the largest online community of any of the games. Also is packed with content. Has some questionable decisions made in regards to the gameplay from the original but is still fun to play. I think the original is superior in terms of gameplay but it is debatable.
Unreal Tournament 3 - If you liked the demo you will enjoy this game. Overall very good in some ways but totally stupid in others. For example, map design is amazing as usual per Epic Games standards. UI is one of the worst in any games. Gameplay is a mixture of UT2004 and UT99. Online community is nonexistant although modding community is very active. If you liked the demo I would say get this game.
Also keep in mind all the UT games are dead when it comes to MP, so unless u really like dueling or playing bots, there is no purpose.
According to gamespy stats UT2004 has 3800 players right now and it's not even peak times. UT99 has 1800 and UT3 has 580.
Overall I would say Unreal and UT are must buys. They are also the cheapest out of all the games.