Planetscape is my favorite of the bunch. It's quite different to the others, being based off the idea that you are an immortal who will always resurrect after Death. Some of the puzzles in fact, require you to die to progress - I remember a classic where you spend ages trying to get into an area, only to find that if you die the right way, henchmen come out, pick up your body and carry you to where you want to be, only to have you resurrect again.

It's widely hailed as the best of that generation of RPGs and still makes best game ever lists.

The Icewind games are ok, but not as good as Baldur's gate, in my opinion. I don't know what the other ones are like, but at $34 for the whole nine games, I shall soon be finding out...