I also began with the PC-98 games. I already knew what to expect, since I knew Touhou games were bullet hells and I just wanted to have a more unique starting point than most. So when I started HRtP I was a bit shocked but only thought to push past it to get to the rest.
I think all of them have really good music, having select favorites from each game, but if you asked me about how I enjoy the games I would rank them as
LLS/MS > PoDD > HRtP/SoEW
Pretty obvious ranking to be honest, with the later games being the most refined, but there are minor details in between games that can be preferred over another. For example MS has very fun boss fights, like Alice's in Stage 3, but I find its characters less diverse and interesting to play than in LLS (particularly Marisa's lasers come to mind for me) and SoEW to an extent. I may as well go through my thoughts on each game shortly.
HRtP: Unique. I want to see another fangame recreate the "on the ground" element. Perhaps like Starfox 64 you can have flying stages and then walking stages. Bosses are fun, even if often they get cheap (looking at you YuugenMagan), however it has infinite continues so as of now it's my only Lunatic clear :P . Also Reimu should play more soccer, she can do those hype backflip kicks!
SoEW: Initially I favored it over HRtP but on replays I have found myself liking it less. You're so slow, mandating mobile type until you're very familiar with the game. A lot of boss patterns are pretty cheap and having to rapid fire the fire button so much is exhausting. That being said, the game nails the atmosphere of the later stages (I love Mima)! This game is also the most fun one to power-up in. Each power-up changes your bullet pattern in a way that kept my first-timer experience hooked (if you can manage to keep your levels up cheap attack after cheap attack), always wanting to see what new powers Reimu would get. For better or for worse, later games tend to stick to 1-2 bullets per character that they iterate on with each level-up.
PoDD: And initially I hated this one. Didn't get it. Until my friend showed me you're supposed to use the explosion of enemies to chain up combos. Then it became really fun! Sending boss fights over is fun, especially when you cancel the enemy's, and chaining summons is really fun in the later stages. Yumemi's design is really cool. The game's bots also tweak like crazy, typical videogame AI being overpowered...
LLS: Great game, though very easy. It's by far the most accessible of the PC-98 games in my opinion due to its introduction of many QoL features SoEW sorely needed (like enemy HP bars... which technically HRtP and PoDD had). I don't have too much to say on it except that it's a very fun experience, bosses also began getting more interesting here with a proto-spellcard system, but MS did it better.
MS: Great game, with a more standard difficulty for most Touhou games, although the lack of focus does make it trickier. Bosses in this one are really fun with great patterns and all. Overall I'd say this game loses out on the stage design aspect of it which LLS exceeds in, but it trumps out LLS in boss design. One other notable "flaw" for me in this game is that characters feel really boring. Leveling up just makes you shoot more of the same bullet. LLS does power progression much better (and I already mentioned how SoEW has it be so varied and unique).