I got about halfway through the first game (Metal Gear for the MSX), and realized that I was not at the end of the game, and haven't played it since =|
I thought Solid Snake was cool, but didn't get very far into it.
MGS, I got to the grenades and gave up waiting for something to pique my interest.
I thought the Gameboy Color game was cool, but haven't played it in a long time.
I ended up finding the first three MGS games in a boxed set at Goodwill a while back though, so maybe I'll give them another try some day.
Oh, not entirely Metal Gear related, but I thought Snatcher for Sega CD was pretty awesome.
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I'll brave the storm to come, for it surely looks like rain...