I would just start with UAKM as that was the start of the FMV . I never bothered with the first two, I installed one of them but then deleted it when I saw the quality.After all they came on a floppy disk so you can imagine what they were like.
you will enjoy UAKM but my favourites are pandora & overseer.

For the FMV ones, start with Under a Killing Moon. If you want to start all the way at the beginning, go with Mean Streets/MM - just be aware their game style is different than the last 3.

is overseer a full remake, meaning its takes place before the other games, or is ist just kind of an remake, but takes place after the other games and has just a similar story?