Alien - Classic and very cool. Not so much a horror IMO, as perhaps more of a thriller/adventure. I like how bleak and dull everything is - the sets, atmosphere, cinematography and even the character personalities.
NOT a fan of Ash suddenly turning out to be an android. It seems like a tacked on story moment. Admittedly, it allowed for the excellent scenes with Bishop in Aliens - Maybe it was a fresh idea back then, but it always seemed a bit of a lame cop-out to me.
Aliens - Again, not so much of a war film, or even an action one. There's really only three short-ish scenes where any firepower is featured and to me it's more about survival with a bit of a thriller thrown in. I can't really comment further as my friends and I have nitpicked it to death many times over and my opinion is no longer objective enough.
Alien Cubed - Half cool concept, half badly thought out. Seemingly no desire to remain in keeping with the general plot directions of the first two and felt like it had too many cooks... and no master-chef.
Alien Res - It stars Ron Perlman, which is cool.
He's really the only thing this film added to the series. Cubed had set up the precedent for p**sing over what went before when they randomly killed off Newt and Dwayne. Now Res just sets up the audience for a whole load of AVP nonsense.
Side note:
AVP - Lance Henriksen is in this, which is cool.
AVP-R - I don't even remember any of the human characters!!