Metal Gear Solid 1

MGS3 is the right answer. Between the boss battles and the story itself, it's a masterpiece.

Having said that, you can't really go wrong with any of the games that are ON THE CONSOLES. Do not waste your time on the handheld versions of the games. They are trash. Also, the newest entry (phantom pain) honestly felt unfinished at times. I wouldn't call it a bad game though.