Yes, wonderful art all around.
Do you use RetroArch or have good experience with emulators? To know what/if I should private message (to not clutter this).
But the gist of it is. Most of the games can be enjoyed stand alone but do tie into each other so one might as well play them in order of release.
Panzer Dragoon. Cool for its era on-rails shooter with great art/music but there's not that much to it (I'm probably a heretic to the fandom over this opinion).
Panzer Dragoon Zwei. A sequel that was a distant past prequel and took everything to the next level while also adding the first real depths of the lore.
Panzer Dragoon Saga. A distant future sequel that is a wonderful condensed goodness JRPG as epic as its reputation and finally let us explore that crazy world.
Panzer Dragoon Orta. Another great shooter on most accounts but in my (heretic) opinion quite a watered down take on the art and lore of the best of the series.
Panzer Dragoon Remake. Probably a better way to experience the original once it's all fixed up but still nothing to write home about from what I've seen.
Panzer Dragoon Voyage Record. Good or bad, something to play after experiencing the bulk of the series for sure, given its remix style of homage content.
There are also the fully skippable Panzer Dragoon Mini on Game Gear, Panzer Dragoon Tiger Electronics abomination and an Orta promotional flash game thing. Also some re-releases on other platforms, like Panzer Dragoon on the PS2 as a Sega Ages release (it's also bundled in Orta) but little to go out of your way for.