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For me the singleplayer has always been more important to me. This is pretty nessisary due to dial-up but even after I've played a good few LAN games the good old SP is still while I love my C&C.
For singleplayer:
Tiberian Sun > Red Alert > Red Alert 2 (because Hell March 2 intro) > Tiberian Dawn > Tiberium Wars > Generasl
For multiplayer:
Generals > Red Alert 2 > Tiberian Sun (because crates) > Tiberium Wars (haven't played the other two)
I had a huge post typed up but I ended up losing it and I am not going to retype that. At least, not right now.