I've played the last two, Alone in the Dark was one of the best games I've played, very loyal to Lovecraft's themes and very innovative in the time of publication. Unfortunately I've missed The Lurking Horror (although I loved text adventures), I did not own an Amiga or Atari back then, I had an Amstrad CPC 6128.

Prisoner of Ice is also a very good one, with beautiful graphics and capturing the mood very well.