I don't really know. I guess just everything?
I still play 1,3, and 4 occasionally. I guess I like using the whip a lot, I remember when I was younger thinking "oh neat a game that uses a whip, that's different!"
I love Rondo of Blood, because of the branching paths and different levels, I loved Symphony of the Night because of Alucard.
I really love Lords of Shadow 1 for being just absolutely breathtaking in design and sound, Mirror of Fate for its story, and at the end of the day, I still like Lords of Shadow 2 because of its much improved gameplay even if its story did go dodo bonkers.