Stump, since you seem to be this board's Myst specialist... Is the GOG bundle worth the money?
I unfortunately can't speak to the compatibility issues with Myst or Riven in the GOG editions. I would recommend RealMyst Masterpiece Edition to play Myst 1--you don't necessarily need Myst Masterpiece Edition. See below for discussion about the different versions. The GOG forums seem to suggest that Riven on GOG has similar issues to the ones I experienced on Steam.
I don't really understand why it has two versions of Myst 1, but is missing Myst 3 and 4(? I think so at least, Uru is 4.5, right?).
I'd be keen to hear a proper breakdown of the entire series from someone who knows his stuff. Which are the definitive versions of each game, Steam or Gog, which entries hold up, which to skip completely, and all.
Bolded the ones that are must-play:
Myst:
I breakdown the different versions available in this Steam Community thread. I would recommend realMyst Masterpiece Edition.
Riven:
There are a variety of technical issues here. I can't speak to if the GOG version is better or not, but if you run the Steam version you might choose to run it in SCUMMVM. SCUMMVM has incomplete support for Riven, and my experience was that the SCUMMVM version was missing some features but also had fewer bugs.
I discuss some of the bugs I ran into in this Steam Community thread along with how I fixed them.
Myst III:
Not currently for sale, I emailed Night Dive about it and I recommend everyone else does as well. The rights situation is kinda complicated
Uru:
Cyan Worlds, the original developer of Myst, worked on Uru while Ubisoft had another developer make Myst III. Uru was developed as an MMO, then the MMO version was cancelled and it was released as a game, then the MMO version was uncancelled and released on GameTap, then it was cancelled again, then it was uncancelled and released by Cyan. It is possible to play the online version but I never did and I can't imagine there's a playerbase in 2016 besides some hardcores. The version on Steam ("Uru: Complete Chronicles") includes the single-player release and the later expansion content.
Myst IV:
Not currently for sale, I emailed Night Dive about it and I recommend everyone else does as well. The rights situation is kinda complicated
Myst V:
Steam
...
Obduction:
Not currently known to be related to Myst in any way, but Cyan World's next game comes out July 26th, 2016!!!