Yes, every one of them is good IMHO. In order, from best to 'worst':
1. Sands of Time (the one against which the others are judged, but looks pretty dated at this point though)
2. Two Thrones (still looks pretty decent by current standards, offers a great story and gameplay)
3. Forgotten Sands (the newest one, it looks phenomenal, but it's for sure the hardest ... it almost presumes that you're an experienced 'Prince' ... and there's no way to dial down the difficulty of the platforming/puzzles).
4. Warrior Within (looks okay, pretty fun to play but it has some flaws ... like a totally inappropriate 'heavy metal' musical score)
5. Prince of Persia (this one looks and plays quite different from the other 4, and isn't the same gameworld as the rest ... + it's rather easy ... but it looks GREAT, and is still quite fun).
Probably not a bad idea to play the canonical editions in the order they came out (1, 4, 2, 3, as listed above), and then play #5 last. But it's not critical, it's not like you have to follow the arc of the storyline in order to enjoy them ... they work fine as stand-alone enterprises.
It's a really great series, the top 3 on my list there are must-play, and the last two are worth playing.