To date, there are five main titles, along with several expansion packs (almost sounds antiquated next to all the DLC about these days, no?), and spin-off games. The series has seen massive popularity, and presumably so thanks to its deep and rich world, plot-lines, quests and design aesthetics. Much of its inspiration drawn from previous games, including, wait for it... Dungeons & Dragons, is quite apparent.
Throughout the series we see many of the humanoid races develop from simple monster encounters to fleshed-out societies. By the time of TES: Morrowind, players could immerse themselves in the world as either beast-races: the emotion-absent, reptilian argonians, along with the desert folk, the khajiit. And if one were to play TES: Oblivion, well, I hope you don't laugh too much at the well-dressed/groomed orcs, 'cause they might just pound ya' flat for that one.
The later games of The Elder Scrolls focus greatly on the open-world approach to design that allows for great flexibility in where or what the player wishes to explore. The world isn't quite so much a sandbox, given that there's always some drive, or plot, for the player to pursue and conquer.
If I were to choose any specific favorite of the lot, I would tell you that it's gotta' be Morrowind, true and true. The setting of Vvardenfell is, straight off the prison ship, obviously alien in the sense of fantasy visuals. Just about all of the scenery, from the flora to the fauna is unrecognizable to our earthly persons. The player must discover what is and is not nice, and what will rip their face off right from the get-go. It allows for a purveying sense of mystery and exploration that lasts all the way till the hero finally ends his journey. I remember being just 'wowed' at how unique the biome of Morrowind's Vvardenfell was when I first played it, and how distinctly different the people were. Morrowind also marks the point in the series where the pen & paper RPG aspect is at its strongest before it turned more to its action RPG element of the later titles. It was also the last TES game I could specialize in and use pole-arms! I mean, their mechanics in the game were so useful too, in that the player could swing, stab and slash the things, but each worked best when used properly! It being a halberd really mattered, as opposed to mashing the attack button till your foe was paste. TES: Skyrim gets a near second for the visual design, eye-candy, better NPCs, oh, and all the DRAGONS. Plus, FUS RO-DAH!
Here's to hoping I can get this list done before I move next month, haha!