NFS Underground 2 is on my machine for a long time now. I dusted off a while ago it's perfect for me since I can play a couple of minutes, not robbing much of my time and won't get bored quick.
I think I usually pick the Miata in the beginning, I have a playthrough saved with that this install I have, I don't really remember the earlier ones I played, only impressions. Now I picked the Peugeot 206 and it's definitely different. I prefer Sprint type of races since I find them ease to win with 300 points of whatever (style points I think) but now I kinda struggle with them and the previously hard drifts are piss easy with this car.
During the game I don't buy cars, I stick with the first choice. My reason is, that at every stage I can win extra stuff with Outrun races, couple of them (three or four) are performance upgrades and I don't think I can get a new car I would prefer to have before winning the first.

I already mentioned that my fav from the series is NFS 3 Hot Pursuit. While the graphics is outdated and it only has circuit races (no "from A to B" sprints - which would be awesome - or any other fancy drift, drag, "street xyz" runs) the soundtrack is mindblowing.
Beside I played NFS 2 (probably the very first one as well), NFS Hot Pursuit 2, Underground, Most Wanted and Carbon. The latter three with UG 2 has a "campaign", a story to play through, I think I managed to finish only UG2 and Carbon. I got very close to Most Wanted but somehow failed, maybe get bored too by the end. In case of UG I remember there's a point where you absolutely have to drive perfectly and only with keyboard - without steering wheel and that kinda controls - one can do just so much, and then I get frustrated and ragequit.
Later installments are too heavy for my machine.