crowservo: What many others have said I'll add to. Unreal 99 GOTY has many many maps and modes but 2004 added vehicles and a few other modes along with updated graphics. In my opinion the order goes 2004, GOTY, Unreal and Unreal 2. The single play experience in the Unreal series is pretty good, but I've found I like the multiplayer setting of Tournament a lot better and 2004 added a lot of elements with vehicles and such.
I don't know that this is a better vs worse thing. They are distinctly different games imho.
Ut99 is smaller, faster and simpler in most ways. It has a ton ton of stuff like ctf stormchasers and other whimsical maps that simply don't get remade in later editions. Assault in ut99 is an entirely different experience than 2k4. People are still modding and mapping for this game. It is my wifes singular favorite game, and she entered gaming via borderlands 2. That says I ton about the game, since it competes with games made much much later on.
ut2k4 saw some drastic changes, and is awesome in it's own right. Vehicles, adrenaline , zoom instagib and so on. A little bigger, and slower than 99. Probably more/better mod content. Much better visually.
Unreal 1 and 2 are fun single player, unreal 1 is among the best deathmatch one can play. Also, getting good at these games will improve your fps skill in general.
Honestly, I would say buy the pack. Play unreal 1, all the way through, then ut99, then 2k4. Once you're hooked check out ut2. it is the glitch filled stepchild of better software, yet is a single player masterpiece of it's own.
2k3 is another story. The weapons are a bit different, which is huge.