1: PC is best for sure, followed by Xbox... and don't ever touch the PS2 versions, not even the PS4 emulated version.
2: they are really fun, especially Max Payne 2, MP1 shows its age and shows that it was their first try, but it's still good... and MP3 is more modern (cover system...) but also super stylish and a great shooter.
What I like about them, and what gives them a lot of replay value for me, is trying to finish every level in the most stylish way possible...
also MODS... I used to play Max Payne 1 with a "The One" mod that gave Max some crazy jumps and moves inspired by the movie The One.
There's also an Equilibrium mod I think and a Matrix mod