I suggest playing them in the order they came out; Metal Gear Solid 1, Metal Gear Solid 2: Sons of Liberty and Metal Gear Solid 3: Snake Eater (and Metal Gear Solid 4: Guns of the Patriots for the PS3 you didn't mention to have).
I have no idea about how the PSP games are because I do not own a PSP.
And about those other versions, they're (as far as I know) just essentially collector's editions.
Note: I am assuming that you mean the Metal Gear Solid games that are on Playstation(s), not all of them