Forget M&M 9, it was rushed beyond belief and even the developers said that it was shipped when it was not even a beta version yet. You know, there's deadlines to be met..
I wholeheartedly recommend Mandate of Heaven (M&M 6) as the BEST jumping on point to the series (if not the best part) since.. well, it was for me, too. Not that much background knowledge needed.. the intro is awesome, it makes ABSOLUTELY no sense!
Also they managed to make it real immersive, the music is my favorite, there seems to be more detail to enemy designs as just applying a different color overlay to the same sprites as in later games, the plot is uhm... well, all over the map, but enough to keep you interested. It isn't too complex, fairly manageable actually, not too buggy, and the controls are fine. Just fine. The world feels pretty open in that one and there is so much to discover with dungeons, shrines, other places of interest here and there. Even without a mission, you can have fun hours of just exploring and adventuring. And dying, lots, heh.
Part 7 is good too but could be a bit too much, especially starting out when you are unfamiliar with the mechanics (same engine), part 8 is kind of unappealing I found, seems all around half-assed and just TOO EASY, you see the decline happening there. Still a good game I find, but the series plummets to its grave after that. So hard actually that fortunately no one can ever go and pull it out anymore to give it a sleek, boring, sterile modern look with linear gameplay and super action camera.
As a disclaimer I have only played 5, 6, 7, 8 and 9 so I don't know about the first four but I personally didn't care overmuch about the Xeen series, despite the interesting mechanics to combine the light and dark side of Xeen into one game called World of Xeen.. so I guess I DID play 4 and 5?
Still, certain kinds of nostalgia attached to part 6 and I liked the overall tone and style.